+183.6%
MTSI vs NVS
+135.2%
+48.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.5% | +10.8% |
| 7D | -10.0% | +1.1% | -11.1% | -9.9% |
| 30D | -37.2% | +13.4% | -50.6% | -37.1% |
| 3M | -30.1% | +5.4% | -35.5% | -29.9% |
| 6M | -31.9% | +9.6% | -41.5% | -32.2% |
| YTD | +23.2% | +21.5% | +1.7% | +21.7% |
| 1Y | +26.4% | +32.3% | -5.9% | +23.9% |
| 3Y | +186.2% | +92.9% | +93.2% | +161.7% |
| All | +183.6% | +135.2% | +48.4% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling