+12.5%
MTSI vs NVT
+38.1%
-25.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.1% |
| 7D | +1.4% | +5.1% | -3.7% | -3.2% |
| 30D | +2.1% | -3.7% | +5.8% | +6.5% |
| 3M | -29.7% | -10.1% | -19.6% | -22.5% |
| 6M | +12.5% | +37.5% | -24.9% | -14.5% |
| All | +12.5% | +38.1% | -25.6% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling