-15.6%
SNPS vs MTSI
+224.7%
-240.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.6% |
| 7D | -11.0% | +1.4% | -12.4% | -11.5% |
| 30D | -1.7% | +2.1% | -3.8% | -3.4% |
| 3M | -20.4% | -29.7% | +9.4% | -11.5% |
| 6M | -8.6% | +12.5% | -21.1% | -17.2% |
| YTD | -16.2% | +57.0% | -73.2% | -35.0% |
| 1Y | -34.6% | +103.9% | -138.5% | -56.0% |
| All | -15.6% | +224.7% | -240.3% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling