+48.9%
NVTS vs MTSI
+203.6%
-154.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -1.6% |
| 7D | +3.9% | +10.0% | -6.0% | -4.0% |
| 30D | -4.3% | -20.3% | +16.0% | +14.8% |
| 3M | -34.5% | -24.4% | -10.1% | -19.2% |
| 6M | -57.7% | -39.2% | -18.5% | -35.3% |
| YTD | +25.4% | +35.5% | -10.1% | -1.9% |
| 1Y | +13.1% | +43.0% | -29.9% | -15.0% |
| 3Y | +48.9% | +196.3% | -147.3% | -40.4% |
| All | +48.9% | +203.6% | -154.7% | -40.4% |
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 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