-95.8%
SNDQ vs MTSI
+2.3%
-98.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.3% | +5.2% |
| 7D | -26.2% | +11.1% | -37.3% | -6.8% |
| 30D | -60.2% | -3.7% | -56.5% | -60.4% |
| 3M | -80.4% | -20.2% | -60.2% | -77.9% |
| All | -95.8% | +2.3% | -98.1% | -94.4% |
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 · Available span rolling