+1,253.7%
MTSI vs NVT
+487.2%
+766.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.7% | +1.3% | +3.6% |
| 7D | +3.5% | -7.5% | +11.0% | +9.4% |
| 30D | -30.3% | -31.5% | +1.2% | -8.8% |
| 3M | -26.0% | -30.4% | +4.4% | -3.4% |
| 6M | -36.1% | -32.5% | -3.6% | -14.1% |
| YTD | +34.3% | +12.9% | +21.3% | +28.4% |
| 1Y | +35.3% | +3.7% | +31.5% | +36.7% |
| 3Y | +217.6% | +135.8% | +81.9% | +83.7% |
| 5Y | +210.1% | +232.7% | -22.6% | +42.6% |
| All | +1,253.7% | +487.2% | +766.6% | +359.1% |
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 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