+581.1%
MTSI vs NVMI
+3,062.9%
-2,481.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.7% |
| 7D | +11.1% | +6.9% | +4.2% | +6.4% |
| 30D | -3.7% | -2.8% | -0.8% | -1.8% |
| 3M | -20.2% | -27.3% | +7.1% | -2.8% |
| 6M | +30.8% | -13.7% | +44.5% | +41.5% |
| YTD | +67.0% | +13.8% | +53.2% | +50.1% |
| 1Y | +120.4% | +34.9% | +85.6% | +75.6% |
| 3Y | +260.4% | +213.5% | +46.9% | +45.9% |
| 5Y | +356.3% | +272.5% | +83.8% | +55.6% |
| 10Y | +581.1% | +3,142.4% | -2,561.3% | -8.0% |
| All | +581.1% | +3,062.9% | -2,481.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling