+251.5%
MTSI vs SN
+650.0%
-398.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.7% |
| 7D | +29.1% | +1.4% | +27.7% | +28.7% |
| 30D | -20.4% | +16.6% | -37.0% | -24.2% |
| 3M | -20.9% | +18.3% | -39.2% | -25.4% |
| 6M | -32.3% | +103.1% | -135.3% | -47.4% |
| YTD | +43.5% | +96.7% | -53.2% | +12.0% |
| 1Y | +43.8% | +134.3% | -90.5% | +5.7% |
| 3Y | +218.8% | +425.2% | -206.5% | +124.0% |
| All | +251.5% | +650.0% | -398.5% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling