-39.2%
MTSI vs SNY
+13.9%
-53.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.7% |
| 7D | +10.0% | +2.8% | +7.2% | +12.3% |
| 30D | -20.3% | +21.6% | -42.0% | -3.8% |
| 3M | -24.4% | +10.5% | -34.9% | -14.6% |
| 6M | -39.2% | +14.0% | -53.2% | -29.6% |
| All | -39.2% | +13.9% | -53.0% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling