-6.3%
NVTS vs MTSI
+322.1%
-328.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.4% |
| 7D | +9.7% | +4.9% | +4.8% | +4.6% |
| 30D | -13.6% | -11.6% | -2.0% | -2.8% |
| 3M | -51.0% | -24.1% | -26.9% | -35.6% |
| 6M | +46.3% | +32.4% | +13.9% | +13.5% |
| YTD | +68.1% | +60.4% | +7.6% | +4.9% |
| 1Y | +113.9% | +111.0% | +2.9% | -0.9% |
| 3Y | +45.3% | +246.1% | -200.9% | -64.4% |
| All | -6.3% | +322.1% | -328.3% | -81.4% |
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