+186.2%
MTSI vs SN
+397.9%
-211.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.7% | +8.2% | +9.8% |
| 7D | -10.0% | +7.2% | -17.2% | -12.4% |
| 30D | -37.2% | +20.4% | -57.6% | -42.0% |
| 3M | -30.1% | +23.9% | -54.0% | -36.6% |
| 6M | -31.9% | +93.0% | -124.9% | -50.3% |
| YTD | +23.2% | +99.2% | -76.1% | -12.1% |
| 1Y | +26.4% | +142.6% | -116.2% | -18.0% |
| 3Y | +186.2% | +398.8% | -212.6% | +46.7% |
| All | +186.2% | +397.9% | -211.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling