+4,727.7%
SNDK vs MTSI
+126.0%
+4,601.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.0% |
| 7D | +13.1% | +4.9% | +8.2% | +8.6% |
| 30D | +43.4% | -11.6% | +55.0% | +59.1% |
| 3M | +5.8% | -24.1% | +29.9% | +38.2% |
| 6M | +229.6% | +32.4% | +197.2% | +170.9% |
| YTD | +632.2% | +60.4% | +571.7% | +419.5% |
| 1Y | +2,365.4% | +111.0% | +2,254.4% | +1,367.0% |
| All | +4,727.7% | +126.0% | +4,601.8% | +2,430.3% |
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