-90.4%
SNAP vs MTSI
+153.3%
-243.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -18.4% | +4.3% | -6.1% |
| 7D | -10.4% | -24.6% | +14.2% | +1.0% |
| 30D | -11.9% | -45.7% | +33.8% | +12.7% |
| 3M | -4.5% | -27.7% | +23.2% | +3.2% |
| 6M | -16.7% | -37.3% | +20.6% | -8.4% |
| YTD | -36.9% | +11.1% | -48.1% | -52.9% |
| 1Y | -30.3% | +27.2% | -57.4% | -52.6% |
| 3Y | -52.5% | +153.7% | -206.2% | -82.7% |
| 5Y | -90.4% | +159.0% | -249.4% | -96.9% |
| All | -90.4% | +153.3% | -243.8% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling