-31.9%
MTSI vs NVS
+10.0%
-41.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.5% | +11.0% |
| 7D | -10.0% | +1.1% | -11.1% | -9.5% |
| 30D | -37.2% | +13.4% | -50.6% | -32.5% |
| 3M | -30.1% | +5.4% | -35.5% | -25.5% |
| 6M | -31.9% | +9.6% | -41.5% | -25.1% |
| All | -31.9% | +10.0% | -41.9% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling