+340.3%
MTSI vs NVT
+425.5%
-85.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | -0.9% |
| 7D | +4.9% | +10.4% | -5.5% | -2.6% |
| 30D | -11.6% | -1.3% | -10.3% | -10.4% |
| 3M | -24.1% | -0.6% | -23.4% | -23.0% |
| 6M | +32.4% | +53.8% | -21.3% | -2.2% |
| YTD | +60.4% | +60.2% | +0.3% | +14.8% |
| 1Y | +111.0% | +76.8% | +34.2% | +39.5% |
| 3Y | +246.1% | +191.2% | +54.9% | +49.4% |
| 5Y | +340.3% | +430.9% | -90.6% | +13.6% |
| All | +340.3% | +425.5% | -85.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling