-47.7%
SNAP vs MTSI
+224.7%
-272.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -5.1% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +2.6% | +2.1% | +0.5% | +0.3% |
| 3M | -9.9% | -29.7% | +19.8% | -1.4% |
| 6M | +1.9% | +12.5% | -10.7% | -9.7% |
| YTD | -32.2% | +57.0% | -89.2% | -49.3% |
| 1Y | -22.8% | +103.9% | -126.8% | -49.7% |
| All | -47.7% | +224.7% | -272.4% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling