+61.7%
MTSI vs SN
+156.5%
-94.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.0% |
| 7D | -10.7% | +10.6% | -21.3% | -13.0% |
| 30D | -29.0% | +20.0% | -49.0% | -32.5% |
| 3M | -14.7% | +30.4% | -45.1% | -21.7% |
| 6M | -20.1% | +91.0% | -111.1% | -38.4% |
| YTD | +36.1% | +95.9% | -59.8% | +0.8% |
| 1Y | +61.7% | +158.9% | -97.1% | -3.2% |
| All | +61.7% | +156.5% | -94.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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