+40.6%
NVDL vs MTSI
+105.1%
-64.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | 0.0% |
| 7D | +11.7% | +1.4% | +10.3% | +10.9% |
| 30D | +7.8% | +2.1% | +5.8% | +6.0% |
| 3M | +3.3% | -29.7% | +33.0% | +21.7% |
| 6M | +38.9% | +12.5% | +26.4% | +24.9% |
| YTD | +28.5% | +57.0% | -28.5% | -2.0% |
| 1Y | +40.6% | +103.9% | -63.3% | -3.9% |
| All | +40.6% | +105.1% | -64.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling