+298.4%
MTSI vs NXT
+178.8%
+119.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +2.1% | -15.3% | +17.4% | +5.9% |
| 3M | -29.7% | -43.8% | +14.1% | -20.9% |
| 6M | +12.5% | -18.7% | +31.2% | +17.2% |
| YTD | +57.0% | -3.0% | +60.0% | +58.3% |
| 1Y | +103.9% | +22.7% | +81.2% | +97.3% |
| 3Y | +223.6% | +95.9% | +127.6% | +176.5% |
| All | +298.4% | +178.8% | +119.6% | +222.8% |
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