-79.7%
SNAP vs MTSI
+349.7%
-429.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -5.2% |
| 7D | -7.1% | -10.0% | +2.9% | -4.8% |
| 30D | -14.6% | -37.2% | +22.6% | -5.2% |
| 3M | -5.0% | -30.1% | +25.1% | +1.3% |
| 6M | -18.8% | -31.9% | +13.1% | -14.9% |
| YTD | -38.5% | +23.2% | -61.7% | -46.2% |
| 1Y | -38.1% | +26.4% | -64.5% | -46.3% |
| 3Y | -53.8% | +186.2% | -239.9% | -68.2% |
| 5Y | -90.7% | +187.0% | -277.7% | -93.7% |
| All | -79.7% | +349.7% | -429.4% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling