+1,029.2%
MTSI vs SNY
+128.1%
+901.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +10.0% | +2.8% | +7.2% | +9.0% |
| 30D | -20.3% | +21.6% | -42.0% | -25.9% |
| 3M | -24.4% | +10.5% | -34.9% | -27.6% |
| 6M | -39.2% | +14.0% | -53.2% | -42.9% |
| YTD | +35.5% | +5.4% | +30.1% | +30.4% |
| 1Y | +43.0% | -2.5% | +45.5% | +41.9% |
| 3Y | +196.3% | +22.1% | +174.2% | +156.5% |
| 5Y | +210.0% | +18.0% | +192.0% | +157.6% |
| 10Y | +469.1% | +77.7% | +391.4% | +280.0% |
| All | +1,029.2% | +128.1% | +901.1% | +568.0% |
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