+28.9%
MTSI vs NVD
-17.3%
+46.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.7% | +0.3% | +12.8% |
| 7D | +3.5% | +23.8% | -20.3% | +16.2% |
| 30D | -30.3% | +57.0% | -87.3% | -12.7% |
| 3M | -26.0% | +41.6% | -67.6% | -8.2% |
| 6M | -36.1% | +17.6% | -53.7% | -22.7% |
| YTD | +34.3% | -21.4% | +55.7% | +46.2% |
| All | +28.9% | -17.3% | +46.3% | +48.5% |
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