+120.4%
MTSI vs NVS
+10.4%
+110.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +11.1% | -15.4% | +26.5% | +9.5% |
| 30D | -3.7% | -12.3% | +8.6% | -4.5% |
| 3M | -20.2% | -7.8% | -12.4% | -21.6% |
| 6M | +30.8% | -13.0% | +43.8% | +30.9% |
| YTD | +67.0% | +2.8% | +64.3% | +64.6% |
| 1Y | +120.4% | +10.6% | +109.8% | +116.1% |
| All | +120.4% | +10.4% | +110.0% | +116.1% |
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