+43.0%
MTSI vs NVD
-5.2%
+48.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.5% | -3.9% |
| 7D | +10.0% | +28.6% | -18.6% | +23.0% |
| 30D | -20.3% | +73.6% | -94.0% | +4.8% |
| 3M | -24.4% | +70.1% | -94.5% | +1.4% |
| 6M | -39.2% | +53.6% | -92.8% | -18.4% |
| YTD | +35.5% | -7.0% | +42.5% | +59.8% |
| 1Y | +43.0% | -9.0% | +52.0% | +70.0% |
| All | +43.0% | -5.2% | +48.2% | +70.0% |
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