+926.7%
MTSI vs NUE
+717.9%
+208.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +11.0% |
| 7D | -10.0% | -10.6% | +0.6% | -4.4% |
| 30D | -37.2% | -0.6% | -36.6% | -36.5% |
| 3M | -30.1% | -9.7% | -20.3% | -26.0% |
| 6M | -31.9% | +5.1% | -37.0% | -33.6% |
| YTD | +23.2% | +51.4% | -28.2% | +0.1% |
| 1Y | +26.4% | +71.3% | -44.9% | -3.4% |
| 3Y | +186.2% | +66.8% | +119.3% | +112.4% |
| 5Y | +187.0% | +134.8% | +52.2% | +67.4% |
| 10Y | +460.4% | +506.1% | -45.8% | +72.9% |
| All | +926.7% | +717.9% | +208.8% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling