+103.9%
MTSI vs NVS
+27.7%
+76.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.3% |
| 7D | +1.4% | +4.0% | -2.6% | +1.7% |
| 30D | +2.1% | +3.6% | -1.5% | +2.5% |
| 3M | -29.7% | +7.8% | -37.5% | -30.1% |
| 6M | +12.5% | -0.2% | +12.7% | +14.3% |
| YTD | +57.0% | +19.6% | +37.4% | +56.8% |
| 1Y | +103.9% | +28.4% | +75.5% | +103.0% |
| All | +103.9% | +27.7% | +76.2% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling