+10.7%
SNDU vs MTSI
+7.1%
+3.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.0% | -14.8% | -14.1% |
| 7D | -48.0% | -10.7% | -37.4% | -34.3% |
| 30D | -66.4% | -29.0% | -37.4% | -39.0% |
| 3M | -58.7% | -14.7% | -44.0% | -55.8% |
| 6M | -68.6% | -20.1% | -48.5% | -33.3% |
| All | +10.7% | +7.1% | +3.6% | +38.1% |
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