-48.4%
NVTS vs MTSI
-31.6%
-16.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.8% | -1.3% | -0.3% |
| 7D | +1.5% | -10.0% | +11.5% | +11.3% |
| 30D | -23.8% | -37.2% | +13.4% | +15.3% |
| 3M | -30.6% | -30.1% | -0.5% | -7.1% |
| 6M | -48.4% | -31.9% | -16.5% | -24.7% |
| All | -48.4% | -31.6% | -16.8% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling