+1,208.8%
MTSI vs SNY
+108.7%
+1,100.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | +2.1% | +3.4% | -1.3% | +0.7% |
| 3M | -29.7% | -0.3% | -29.4% | -30.3% |
| 6M | +12.5% | +1.0% | +11.5% | +10.9% |
| YTD | +57.0% | -3.6% | +60.7% | +56.9% |
| 1Y | +103.9% | +3.0% | +100.9% | +97.3% |
| 3Y | +223.6% | -4.3% | +227.9% | +207.5% |
| 5Y | +321.6% | +5.2% | +316.4% | +268.8% |
| 10Y | +517.7% | +70.2% | +447.5% | +318.7% |
| All | +1,208.8% | +108.7% | +1,100.1% | +703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling