+103.9%
MTSI vs NVD
-61.9%
+165.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.0% |
| 7D | +1.4% | -11.1% | +12.5% | -2.1% |
| 30D | +2.1% | -13.3% | +15.3% | -0.7% |
| 3M | -29.7% | -19.8% | -9.9% | -31.6% |
| 6M | +12.5% | -48.8% | +61.3% | -1.5% |
| YTD | +57.0% | -49.7% | +106.7% | +38.5% |
| 1Y | +103.9% | -61.4% | +165.3% | +79.8% |
| All | +103.9% | -61.9% | +165.8% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling