+284.7%
MTSI vs SN
+490.7%
-206.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +1.4% | -9.3% | +10.7% | +4.5% |
| 30D | +2.1% | -4.8% | +6.9% | +3.5% |
| 3M | -29.7% | +40.4% | -70.2% | -38.0% |
| 6M | +12.5% | +50.9% | -38.4% | -3.8% |
| YTD | +57.0% | +54.9% | +2.1% | +32.8% |
| 1Y | +103.9% | +43.0% | +60.9% | +75.6% |
| 3Y | +223.6% | +391.8% | -168.3% | +152.1% |
| All | +284.7% | +490.7% | -206.0% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling