+2,358.4%
SNDK vs MTSI
+90.8%
+2,267.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -0.8% |
| 7D | +6.0% | +10.0% | -4.0% | -2.0% |
| 30D | -36.9% | -20.3% | -16.6% | -23.5% |
| 3M | -42.1% | -24.4% | -17.7% | -28.5% |
| 6M | -38.8% | -39.2% | +0.3% | -7.5% |
| YTD | +272.8% | +35.5% | +237.3% | +196.8% |
| 1Y | +263.3% | +43.0% | +220.3% | +181.1% |
| All | +2,358.4% | +90.8% | +2,267.5% | +1,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling