+11.2%
SNPS vs MTSI
+59.5%
-48.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -3.9% | -10.7% | +6.7% | -1.4% |
| 30D | -5.2% | -29.0% | +23.8% | +2.0% |
| 3M | +14.6% | -14.7% | +29.3% | +18.1% |
| 6M | -6.9% | -20.1% | +13.1% | -3.0% |
| YTD | -1.4% | +36.1% | -37.6% | -4.6% |
| 1Y | +11.2% | +61.7% | -50.6% | +8.0% |
| All | +11.2% | +59.5% | -48.3% | +8.0% |
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