+4,800.5%
SNDK vs MTSI
+135.3%
+4,665.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -2.1% |
| 7D | +13.6% | +11.1% | +2.5% | +3.6% |
| 30D | +42.5% | -3.7% | +46.2% | +46.8% |
| 3M | +7.1% | -20.2% | +27.4% | +34.0% |
| 6M | +199.7% | +30.8% | +168.8% | +147.1% |
| YTD | +643.2% | +67.0% | +576.1% | +408.4% |
| 1Y | +2,402.0% | +120.4% | +2,281.6% | +1,332.1% |
| All | +4,800.5% | +135.3% | +4,665.2% | +2,376.4% |
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