+1,208.8%
MTSI vs NVMI
+4,356.3%
-3,147.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +0.1% |
| 7D | +1.4% | +6.6% | -5.2% | -2.6% |
| 30D | +2.1% | -7.5% | +9.6% | +6.7% |
| 3M | -29.7% | -28.5% | -1.2% | -14.2% |
| 6M | +12.5% | -15.7% | +28.3% | +23.6% |
| YTD | +57.0% | +13.3% | +43.7% | +42.9% |
| 1Y | +103.9% | +48.3% | +55.6% | +55.7% |
| 3Y | +223.6% | +191.2% | +32.3% | +48.0% |
| 5Y | +321.6% | +268.7% | +52.9% | +60.3% |
| 10Y | +517.7% | +3,034.8% | -2,517.1% | -18.4% |
| All | +1,208.8% | +4,356.3% | -3,147.5% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling