+558.4%
MTSI vs SNY
+64.3%
+494.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +4.8% | -3.6% | +8.4% | +6.1% |
| 30D | -9.2% | -1.9% | -7.2% | -8.7% |
| 3M | -23.1% | -2.0% | -21.2% | -23.2% |
| 6M | +23.5% | +2.5% | +21.0% | +21.0% |
| YTD | +59.1% | -7.0% | +66.0% | +60.8% |
| 1Y | +106.9% | -4.4% | +111.2% | +106.1% |
| 3Y | +243.2% | -8.4% | +251.6% | +231.7% |
| 5Y | +324.5% | +9.5% | +315.0% | +252.4% |
| All | +558.4% | +64.3% | +494.1% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling