+1,115.9%
MTSI vs NVMI
+3,979.3%
-2,863.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.6% | +5.7% | +7.5% |
| 7D | +7.2% | +15.3% | -8.2% | -1.0% |
| 30D | -18.4% | +0.1% | -18.5% | -17.1% |
| 3M | -16.7% | -14.0% | -2.7% | -6.5% |
| 6M | -31.7% | -35.2% | +3.5% | -10.0% |
| YTD | +45.9% | +3.7% | +42.2% | +43.2% |
| 1Y | +47.0% | +10.3% | +36.7% | +39.0% |
| 3Y | +224.1% | +204.8% | +19.3% | +47.7% |
| 5Y | +238.5% | +158.9% | +79.6% | +65.0% |
| 10Y | +512.7% | +2,646.9% | -2,134.2% | -11.0% |
| All | +1,115.9% | +3,979.3% | -2,863.4% | +54.3% |
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