+926.7%
MTSI vs NVS
+452.2%
+474.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.5% | +10.7% |
| 7D | -10.0% | +1.1% | -11.1% | -10.4% |
| 30D | -37.2% | +13.4% | -50.6% | -41.2% |
| 3M | -30.1% | +5.4% | -35.5% | -33.3% |
| 6M | -31.9% | +9.6% | -41.5% | -37.2% |
| YTD | +23.2% | +21.5% | +1.7% | +6.7% |
| 1Y | +26.4% | +32.3% | -5.9% | +3.9% |
| 3Y | +186.2% | +92.9% | +93.2% | +75.7% |
| 5Y | +187.0% | +134.3% | +52.7% | +45.4% |
| 10Y | +460.4% | +272.3% | +188.1% | +104.5% |
| All | +926.7% | +452.2% | +474.5% | +149.5% |
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