+512.4%
MTSI vs NVS
+259.7%
+252.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.8% | +12.1% | +11.1% |
| 7D | +7.2% | -2.8% | +10.0% | +8.6% |
| 30D | -18.4% | +11.5% | -29.9% | -22.3% |
| 3M | -16.7% | +3.7% | -20.4% | -19.5% |
| 6M | -31.7% | +10.4% | -42.1% | -36.7% |
| YTD | +45.9% | +19.8% | +26.1% | +29.2% |
| 1Y | +47.0% | +26.6% | +20.4% | +26.2% |
| 3Y | +224.1% | +90.1% | +134.0% | +106.9% |
| 5Y | +238.5% | +133.4% | +105.1% | +74.6% |
| All | +512.4% | +259.7% | +252.7% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling