+158.2%
MTSI vs SN
+384.9%
-226.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.0% | -17.4% | -18.0% |
| 7D | -24.6% | +3.8% | -28.4% | -25.7% |
| 30D | -45.7% | +17.5% | -63.3% | -49.4% |
| 3M | -27.7% | +19.2% | -47.0% | -33.5% |
| 6M | -37.3% | +84.9% | -122.2% | -53.4% |
| YTD | +11.1% | +94.0% | -82.9% | -19.9% |
| 1Y | +27.2% | +151.3% | -124.2% | -18.9% |
| All | +158.2% | +384.9% | -226.8% | +33.7% |
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