-11.8%
SNDU vs MTSI
+14.8%
-26.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +10.3% | +17.1% | +9.2% |
| 7D | -20.3% | +7.2% | -27.5% | -21.2% |
| 30D | -64.4% | -18.4% | -46.0% | -42.1% |
| 3M | -57.5% | -16.7% | -40.8% | -36.9% |
| 6M | -82.9% | -31.7% | -51.2% | -53.8% |
| All | -11.8% | +14.8% | -26.6% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling