+364.0%
NVDL vs MTSI
+211.6%
+152.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.0% | -17.7% | -16.5% |
| 7D | -23.4% | +3.5% | -26.9% | -26.7% |
| 30D | -41.3% | -30.3% | -11.0% | -21.6% |
| 3M | -40.6% | -26.0% | -14.6% | -27.0% |
| 6M | -39.8% | -36.1% | -3.7% | -20.1% |
| YTD | -26.2% | +34.3% | -60.5% | -61.1% |
| 1Y | -30.0% | +35.3% | -65.3% | -63.4% |
| 3Y | +364.0% | +217.6% | +146.4% | -3.9% |
| All | +364.0% | +211.6% | +152.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling