+12.5%
MTSI vs NUE
+46.9%
-34.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | +4.2% | -2.8% | -0.7% |
| 30D | +2.1% | -5.0% | +7.1% | +4.5% |
| 3M | -29.7% | -0.2% | -29.5% | -27.9% |
| 6M | +12.5% | +49.1% | -36.6% | -19.8% |
| All | +12.5% | +46.9% | -34.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling