+231.1%
SNDK vs MTSI
+43.1%
+188.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.6% |
| 7D | +16.2% | +29.1% | -12.9% | -8.6% |
| 30D | -36.8% | -20.4% | -16.4% | -22.1% |
| 3M | -30.3% | -20.9% | -9.3% | -16.3% |
| 6M | -35.4% | -32.3% | -3.2% | -7.7% |
| YTD | +294.9% | +43.5% | +251.4% | +141.8% |
| 1Y | +231.1% | +43.8% | +187.3% | +104.6% |
| All | +231.1% | +43.1% | +188.0% | +104.6% |
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 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