-37.3%
MTSI vs SN
+85.6%
-122.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.0% | -17.4% | -18.4% |
| 7D | -24.6% | +3.8% | -28.4% | -24.2% |
| 30D | -45.7% | +17.5% | -63.3% | -44.7% |
| 3M | -27.7% | +19.2% | -47.0% | -25.6% |
| 6M | -37.3% | +84.9% | -122.2% | -34.3% |
| All | -37.3% | +85.6% | -122.9% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling