+171.8%
MTSI vs NVD
-98.9%
+270.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -5.5% | +16.3% | +9.2% |
| 7D | -10.0% | +16.8% | -26.8% | -4.0% |
| 30D | -37.2% | +54.3% | -91.5% | -26.6% |
| 3M | -30.1% | +24.3% | -54.3% | -21.4% |
| 6M | -31.9% | +0.6% | -32.5% | -25.2% |
| YTD | +23.2% | -27.7% | +50.9% | +27.9% |
| 1Y | +26.4% | -29.4% | +55.8% | +32.3% |
| 3Y | +186.2% | -98.8% | +285.0% | +61.2% |
| All | +171.8% | -98.9% | +270.6% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling