+43.8%
MTSI vs NVS
+26.1%
+17.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +29.1% | -1.0% | +30.1% | +28.8% |
| 30D | -20.4% | +12.5% | -32.9% | -18.3% |
| 3M | -20.9% | +5.2% | -26.1% | -19.3% |
| 6M | -32.3% | +8.2% | -40.4% | -31.6% |
| YTD | +43.5% | +19.8% | +23.7% | +42.5% |
| 1Y | +43.8% | +24.8% | +19.0% | +39.9% |
| All | +43.8% | +26.1% | +17.7% | +39.9% |
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 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