+477.8%
MTSI vs NVS
+256.0%
+221.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -3.8% | +2.5% | -6.3% | -4.6% |
| 30D | -31.4% | +13.6% | -45.0% | -35.1% |
| 3M | -23.8% | +4.1% | -27.9% | -26.3% |
| 6M | -37.1% | +11.8% | -48.9% | -41.9% |
| YTD | +32.2% | +22.0% | +10.2% | +16.3% |
| 1Y | +26.9% | +32.3% | -5.3% | +6.8% |
| 3Y | +193.7% | +93.6% | +100.2% | +86.6% |
| 5Y | +218.0% | +136.7% | +81.3% | +63.9% |
| 10Y | +477.8% | +254.6% | +223.2% | +153.4% |
| All | +477.8% | +256.0% | +221.8% | +153.4% |
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