+223.9%
MTSI vs SN
+671.7%
-447.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -3.8% | +7.6% | -11.4% | -5.8% |
| 30D | -31.4% | +22.4% | -53.8% | -35.7% |
| 3M | -23.8% | +21.7% | -45.4% | -28.7% |
| 6M | -37.1% | +102.8% | -139.9% | -51.1% |
| YTD | +32.2% | +102.4% | -70.2% | +2.3% |
| 1Y | +26.9% | +139.0% | -112.0% | -7.2% |
| 3Y | +193.7% | +440.4% | -246.6% | +104.6% |
| All | +223.9% | +671.7% | -447.7% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling