+231.9%
MTSI vs SN
+671.3%
-439.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -6.4% |
| 7D | +10.0% | +1.5% | +8.4% | +9.5% |
| 30D | -20.3% | +21.5% | -41.9% | -25.2% |
| 3M | -24.4% | +20.0% | -44.5% | -29.1% |
| 6M | -39.2% | +119.9% | -159.1% | -53.9% |
| YTD | +35.5% | +102.3% | -66.8% | +4.8% |
| 1Y | +43.0% | +148.0% | -105.0% | +3.1% |
| 3Y | +196.3% | +450.0% | -253.7% | +106.6% |
| All | +231.9% | +671.3% | -439.4% | +133.6% |
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