+539.5%
MTSI vs NVS
+175.1%
+364.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.9% | +16.1% | +8.2% |
| 7D | +4.9% | -14.6% | +19.5% | +11.5% |
| 30D | -11.6% | -11.9% | +0.3% | -7.9% |
| 3M | -24.1% | -6.0% | -18.1% | -24.0% |
| 6M | +32.4% | -11.4% | +43.8% | +36.3% |
| YTD | +60.4% | +2.9% | +57.5% | +52.4% |
| 1Y | +111.0% | +10.2% | +100.7% | +92.4% |
| 3Y | +246.1% | +55.3% | +190.8% | +145.9% |
| 5Y | +340.3% | +89.6% | +250.7% | +157.3% |
| 10Y | +539.5% | +176.1% | +363.5% | +197.7% |
| All | +539.5% | +175.1% | +364.4% | +197.7% |
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