+212.5%
MTSI vs NXT
+246.1%
-33.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.3% | +5.5% | +9.5% |
| 7D | -10.0% | +32.2% | -42.2% | -15.9% |
| 30D | -37.2% | +21.9% | -59.1% | -40.0% |
| 3M | -30.1% | +6.6% | -36.6% | -31.2% |
| 6M | -31.9% | -16.8% | -15.1% | -30.0% |
| YTD | +23.2% | +20.4% | +2.8% | +18.0% |
| 1Y | +26.4% | -1.5% | +27.9% | +24.8% |
| 3Y | +186.2% | +182.4% | +3.8% | +127.6% |
| All | +212.5% | +246.1% | -33.6% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling