+320.4%
MTSI vs NWSA
+40.7%
+279.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | +2.1% | +4.6% | -2.5% | -0.3% |
| 3M | -29.7% | +13.2% | -43.0% | -35.2% |
| 6M | +12.5% | +27.0% | -14.5% | -3.4% |
| YTD | +57.0% | +16.8% | +40.2% | +40.4% |
| 1Y | +103.9% | +4.5% | +99.4% | +94.1% |
| 3Y | +223.6% | +46.2% | +177.3% | +149.8% |
| All | +320.4% | +40.7% | +279.7% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling