+1,208.8%
MTSI vs NUE
+769.6%
+439.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | +4.2% | -2.8% | -0.8% |
| 30D | +2.1% | -5.0% | +7.1% | +4.7% |
| 3M | -29.7% | -0.2% | -29.5% | -30.0% |
| 6M | +12.5% | +49.1% | -36.6% | -8.1% |
| YTD | +57.0% | +61.0% | -4.0% | +23.2% |
| 1Y | +103.9% | +82.5% | +21.4% | +50.1% |
| 3Y | +223.6% | +57.9% | +165.6% | +144.9% |
| 5Y | +321.6% | +146.6% | +175.0% | +137.3% |
| 10Y | +517.7% | +561.6% | -43.9% | +81.2% |
| All | +1,208.8% | +769.6% | +439.2% | +214.9% |
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