+1,483.0%
MTSI vs NVT
+699.2%
+783.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.7% |
| 7D | +1.4% | +5.1% | -3.7% | -2.0% |
| 30D | +2.1% | -3.7% | +5.8% | +5.2% |
| 3M | -29.7% | -10.1% | -19.6% | -23.7% |
| 6M | +12.5% | +37.5% | -24.9% | -7.5% |
| YTD | +57.0% | +53.7% | +3.3% | +19.7% |
| 1Y | +103.9% | +70.9% | +33.1% | +44.3% |
| 3Y | +223.6% | +180.4% | +43.2% | +61.3% |
| 5Y | +321.6% | +393.5% | -71.9% | +46.7% |
| All | +1,483.0% | +699.2% | +783.7% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling