+1,208.8%
MTSI vs NVS
+443.5%
+765.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | +1.4% | +4.0% | -2.6% | -0.9% |
| 30D | +2.1% | +3.6% | -1.5% | -0.5% |
| 3M | -29.7% | +7.8% | -37.5% | -33.6% |
| 6M | +12.5% | -0.2% | +12.7% | +10.9% |
| YTD | +57.0% | +19.6% | +37.4% | +39.0% |
| 1Y | +103.9% | +28.4% | +75.5% | +72.3% |
| 3Y | +223.6% | +76.2% | +147.4% | +113.6% |
| 5Y | +321.6% | +111.1% | +210.5% | +134.2% |
| 10Y | +517.7% | +224.3% | +293.5% | +151.0% |
| All | +1,208.8% | +443.5% | +765.3% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling