-32.7%
NVTS vs MTSI
+224.0%
-256.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.8% | -1.3% | -0.8% |
| 7D | +1.5% | -10.0% | +11.5% | +11.7% |
| 30D | -23.8% | -37.2% | +13.4% | +17.0% |
| 3M | -30.6% | -30.1% | -0.5% | -6.3% |
| 6M | -48.4% | -31.9% | -16.5% | -26.9% |
| YTD | +20.6% | +23.2% | -2.6% | -7.2% |
| 1Y | -2.5% | +26.4% | -28.9% | -26.2% |
| 3Y | +44.0% | +186.2% | -142.2% | -60.4% |
| 5Y | -42.6% | +187.0% | -229.7% | -85.5% |
| All | -32.7% | +224.0% | -256.8% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling