+2,402.0%
SNDK vs MTSI
+119.6%
+2,282.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -2.5% |
| 7D | +13.6% | +11.1% | +2.5% | +2.6% |
| 30D | +42.5% | -3.7% | +46.2% | +47.0% |
| 3M | +7.1% | -20.2% | +27.4% | +37.0% |
| 6M | +199.7% | +30.8% | +168.8% | +138.3% |
| YTD | +643.2% | +67.0% | +576.1% | +371.7% |
| 1Y | +2,402.0% | +120.4% | +2,281.6% | +1,222.7% |
| All | +2,402.0% | +119.6% | +2,282.4% | +1,222.7% |
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