+111.0%
MTSI vs NWSA
+2.1%
+108.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +1.4% |
| 7D | +4.9% | -2.6% | +7.5% | +3.8% |
| 30D | -11.6% | +4.6% | -16.1% | -9.8% |
| 3M | -24.1% | +10.2% | -34.3% | -19.5% |
| 6M | +32.4% | +21.6% | +10.8% | +41.7% |
| YTD | +60.4% | +14.6% | +45.8% | +73.5% |
| 1Y | +111.0% | +0.4% | +110.6% | +119.8% |
| All | +111.0% | +2.1% | +108.9% | +119.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling