+220.6%
MTSI vs NVDX
+376.7%
-156.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.3% | +0.9% |
| 7D | +29.1% | -17.5% | +46.7% | +35.8% |
| 30D | -20.4% | -49.2% | +28.8% | -3.1% |
| 3M | -20.9% | -49.3% | +28.4% | -3.9% |
| 6M | -32.3% | -52.0% | +19.7% | -17.6% |
| YTD | +43.5% | -39.1% | +82.6% | +61.5% |
| 1Y | +43.8% | -45.8% | +89.6% | +66.0% |
| 3Y | +218.8% | +281.3% | -62.6% | +114.9% |
| All | +220.6% | +376.7% | -156.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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