+240.7%
MTSI vs NXT
+246.1%
-5.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +3.5% | +15.1% | -11.6% | +0.4% |
| 30D | -30.3% | +21.8% | -52.1% | -33.4% |
| 3M | -26.0% | +1.6% | -27.6% | -26.4% |
| 6M | -36.1% | -16.7% | -19.4% | -34.2% |
| YTD | +34.3% | +20.4% | +13.9% | +28.7% |
| 1Y | +35.3% | +0.2% | +35.0% | +33.2% |
| 3Y | +217.6% | +208.7% | +9.0% | +148.8% |
| All | +240.7% | +246.1% | -5.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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