+196.3%
MTSI vs NVD
-98.8%
+295.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.7% | +0.3% | +11.6% |
| 7D | +3.5% | +23.8% | -20.3% | +12.1% |
| 30D | -30.3% | +57.0% | -87.3% | -18.3% |
| 3M | -26.0% | +41.6% | -67.6% | -13.9% |
| 6M | -36.1% | +17.6% | -53.7% | -26.9% |
| YTD | +34.3% | -21.4% | +55.7% | +42.7% |
| 1Y | +35.3% | -23.3% | +58.5% | +44.9% |
| 3Y | +217.6% | -98.7% | +316.3% | +85.0% |
| All | +196.3% | -98.8% | +295.0% | +71.4% |
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