-2.5%
NVTS vs MTSI
+38.8%
-41.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.8% | -1.3% | -0.1% |
| 7D | +1.5% | -10.0% | +11.5% | +11.2% |
| 30D | -23.8% | -37.2% | +13.4% | +14.3% |
| 3M | -30.6% | -30.1% | -0.5% | -7.5% |
| 6M | -48.4% | -31.9% | -16.5% | -24.2% |
| YTD | +20.6% | +23.2% | -2.6% | +4.5% |
| 1Y | -2.5% | +26.4% | -28.9% | -20.3% |
| All | -2.5% | +38.8% | -41.3% | -20.3% |
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