-91.0%
SNDQ vs MTSI
-16.7%
-74.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +13.5% |
| 7D | +66.1% | -10.7% | +76.8% | +44.0% |
| 30D | +122.5% | -29.0% | +151.5% | +37.4% |
| 3M | +11.6% | -14.7% | +26.3% | +1.2% |
| 6M | -82.2% | -20.1% | -62.1% | -80.8% |
| All | -91.0% | -16.7% | -74.4% | -90.1% |
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