+111.0%
MTSI vs NVD
-61.7%
+172.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +3.3% |
| 7D | +4.9% | -7.7% | +12.5% | +2.4% |
| 30D | -11.6% | -5.8% | -5.8% | -11.9% |
| 3M | -24.1% | -23.2% | -0.9% | -27.2% |
| 6M | +32.4% | -49.7% | +82.2% | +15.4% |
| YTD | +60.4% | -47.7% | +108.1% | +43.2% |
| 1Y | +111.0% | -61.3% | +172.3% | +90.6% |
| All | +111.0% | -61.7% | +172.7% | +90.6% |
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