-24.4%
MTSI vs SNY
+10.1%
-34.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.8% |
| 7D | +10.0% | +2.8% | +7.2% | +12.9% |
| 30D | -20.3% | +21.6% | -42.0% | +5.5% |
| 3M | -24.4% | +10.5% | -34.9% | -10.8% |
| All | -24.4% | +10.1% | -34.5% | -10.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling