+539.5%
MTSI vs NWSA
+143.8%
+395.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.2% |
| 7D | +4.9% | -2.6% | +7.5% | +6.4% |
| 30D | -11.6% | +4.6% | -16.1% | -14.1% |
| 3M | -24.1% | +10.2% | -34.3% | -29.8% |
| 6M | +32.4% | +21.6% | +10.8% | +14.6% |
| YTD | +60.4% | +14.6% | +45.8% | +42.2% |
| 1Y | +111.0% | +0.4% | +110.6% | +101.8% |
| 3Y | +246.1% | +45.0% | +201.2% | +162.2% |
| 5Y | +340.3% | +41.3% | +299.0% | +229.2% |
| 10Y | +539.5% | +142.8% | +396.7% | +218.3% |
| All | +539.5% | +143.8% | +395.7% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling