-71.3%
SNDQ vs MTSI
-30.9%
-40.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +10.3% | -37.4% | -8.2% |
| 7D | -9.0% | +7.2% | -16.2% | +22.2% |
| 30D | +57.3% | -18.4% | +75.7% | +44.2% |
| 3M | -17.3% | -16.7% | -0.6% | -13.5% |
| 6M | -71.3% | -31.7% | -39.6% | -65.8% |
| All | -71.3% | -30.9% | -40.5% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling