+234.3%
MTSI vs NVD
-99.2%
+333.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.1% |
| 7D | +1.4% | -11.1% | +12.5% | -1.7% |
| 30D | +2.1% | -13.3% | +15.3% | -0.5% |
| 3M | -29.7% | -19.8% | -9.9% | -31.2% |
| 6M | +12.5% | -48.8% | +61.3% | +0.4% |
| YTD | +57.0% | -49.7% | +106.7% | +41.3% |
| 1Y | +103.9% | -61.4% | +165.3% | +76.3% |
| All | +234.3% | -99.2% | +333.5% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling