+196.3%
MTSI vs NVT
+131.3%
+64.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.0% |
| 7D | +10.0% | +8.0% | +2.0% | +3.8% |
| 30D | -20.3% | -24.8% | +4.4% | +0.2% |
| 3M | -24.4% | -32.4% | +8.0% | +4.2% |
| 6M | -39.2% | -33.5% | -5.7% | -14.7% |
| YTD | +35.5% | +13.2% | +22.3% | +30.0% |
| 1Y | +43.0% | +9.0% | +34.1% | +40.8% |
| 3Y | +196.3% | +129.4% | +66.9% | +53.1% |
| All | +196.3% | +131.3% | +64.9% | +53.1% |
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