-41.9%
SNAP vs MTSI
+32.8%
-74.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | +1.1% |
| 7D | -7.3% | +3.5% | -10.9% | -7.3% |
| 30D | -18.9% | -30.3% | +11.4% | -18.1% |
| 3M | -5.3% | -26.0% | +20.7% | -4.1% |
| 6M | -16.9% | -36.1% | +19.1% | -16.0% |
| YTD | -37.4% | +34.3% | -71.7% | -41.8% |
| All | -41.9% | +32.8% | -74.6% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling