+1,346.5%
MTSI vs NVT
+492.6%
+853.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -0.9% |
| 7D | +29.1% | +17.4% | +11.7% | +16.0% |
| 30D | -20.4% | -28.4% | +8.0% | +1.1% |
| 3M | -20.9% | -32.4% | +11.5% | +5.4% |
| 6M | -32.3% | -32.2% | -0.1% | -9.1% |
| YTD | +43.5% | +14.0% | +29.5% | +36.6% |
| 1Y | +43.8% | +4.3% | +39.5% | +44.9% |
| 3Y | +218.8% | +131.7% | +87.0% | +86.4% |
| 5Y | +228.3% | +232.4% | -4.1% | +51.0% |
| All | +1,346.5% | +492.6% | +853.9% | +388.2% |
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