+61.7%
MTSI vs NVD
-27.4%
+89.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | +1.5% |
| 7D | -10.7% | +15.0% | -25.6% | -5.2% |
| 30D | -29.0% | +39.3% | -68.3% | -18.4% |
| 3M | -14.7% | +3.1% | -17.8% | -8.8% |
| 6M | -20.1% | -19.0% | -1.1% | -17.0% |
| YTD | +36.1% | -35.5% | +71.6% | +34.3% |
| 1Y | +61.7% | -30.2% | +91.9% | +63.6% |
| All | +61.7% | -27.4% | +89.1% | +63.6% |
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