-10.8%
NVTS vs MTSI
+59.5%
-70.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.8% |
| 7D | -0.3% | -10.7% | +10.3% | +9.6% |
| 30D | -24.4% | -29.0% | +4.6% | -0.5% |
| 3M | -26.5% | -14.7% | -11.8% | -19.6% |
| 6M | -41.4% | -20.1% | -21.3% | -24.4% |
| YTD | +30.7% | +36.1% | -5.4% | +26.0% |
| 1Y | -10.8% | +61.7% | -72.6% | -20.8% |
| All | -10.8% | +59.5% | -70.3% | -20.8% |
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