+221.9%
MTSI vs NVD
-98.7%
+320.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.8% | +16.1% | +8.6% |
| 7D | +7.2% | +27.3% | -20.2% | +17.2% |
| 30D | -18.4% | +59.9% | -78.4% | -3.5% |
| 3M | -16.7% | +39.4% | -56.1% | -3.1% |
| 6M | -31.7% | +27.6% | -59.3% | -19.8% |
| YTD | +45.9% | -17.9% | +63.8% | +57.5% |
| 1Y | +47.0% | -14.5% | +61.4% | +62.1% |
| 3Y | +224.1% | -98.6% | +322.6% | +94.0% |
| All | +221.9% | -98.7% | +320.6% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling