+345.9%
MTSI vs SNY
+9.5%
+336.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.2% |
| 7D | +11.1% | -3.6% | +14.7% | +11.3% |
| 30D | -3.7% | -1.4% | -2.2% | -3.6% |
| 3M | -20.2% | -4.2% | -16.0% | -20.1% |
| 6M | +30.8% | +2.0% | +28.8% | +30.1% |
| YTD | +67.0% | -6.7% | +73.7% | +67.5% |
| 1Y | +120.4% | -4.7% | +125.1% | +120.1% |
| 3Y | +260.4% | -8.1% | +268.5% | +257.9% |
| All | +345.9% | +9.5% | +336.4% | +301.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling