-7.8%
NVTS vs MTSI
+313.1%
-320.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +2.9% |
| 7D | +2.7% | +1.4% | +1.3% | +1.3% |
| 30D | -4.5% | +2.1% | -6.5% | -8.4% |
| 3M | -61.5% | -29.7% | -31.8% | -45.1% |
| 6M | +28.0% | +12.5% | +15.5% | +16.2% |
| YTD | +65.3% | +57.0% | +8.2% | +5.4% |
| 1Y | +113.0% | +103.9% | +9.1% | +2.1% |
| 3Y | +34.7% | +223.6% | -188.9% | -64.4% |
| All | -7.8% | +313.1% | -320.9% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling