+186.2%
MTSI vs NVT
+118.7%
+67.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.0% | +2.9% | +4.5% |
| 7D | -10.0% | -15.7% | +5.7% | +2.8% |
| 30D | -37.2% | -36.6% | -0.6% | -9.7% |
| 3M | -30.1% | -34.8% | +4.8% | -0.7% |
| 6M | -31.9% | -38.2% | +6.3% | +0.9% |
| YTD | +23.2% | +4.8% | +18.3% | +25.1% |
| 1Y | +26.4% | -2.8% | +29.2% | +35.3% |
| 3Y | +186.2% | +119.5% | +66.6% | +44.6% |
| All | +186.2% | +118.7% | +67.5% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling