+213.7%
MTSI vs NWSA
+29.1%
+184.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.0% |
| 7D | +29.1% | -0.8% | +29.9% | +29.5% |
| 30D | -20.4% | -11.3% | -9.1% | -17.0% |
| 3M | -20.9% | -8.1% | -12.9% | -18.8% |
| 6M | -32.3% | -0.7% | -31.6% | -33.3% |
| YTD | +43.5% | +1.3% | +42.1% | +39.1% |
| 1Y | +43.8% | -1.3% | +45.1% | +42.1% |
| All | +213.7% | +29.1% | +184.6% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling