+1,503.5%
MTSI vs NVT
+694.8%
+808.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -3.4% |
| 7D | +4.8% | +2.0% | +2.8% | +3.3% |
| 30D | -9.2% | -7.2% | -2.0% | -4.3% |
| 3M | -23.1% | -0.9% | -22.2% | -21.8% |
| 6M | +23.5% | +42.6% | -19.1% | -1.2% |
| YTD | +59.1% | +52.9% | +6.2% | +21.5% |
| 1Y | +106.9% | +64.5% | +42.4% | +50.0% |
| 3Y | +243.2% | +178.0% | +65.2% | +72.0% |
| 5Y | +324.5% | +402.8% | -78.2% | +46.1% |
| All | +1,503.5% | +694.8% | +808.6% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling