+31.4%
SNPS vs MTSI
+183.3%
-151.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.5% | -2.1% |
| 7D | -3.7% | -10.0% | +6.3% | -0.5% |
| 30D | -10.4% | -37.2% | +26.8% | +6.7% |
| 3M | +11.0% | -30.1% | +41.0% | +24.8% |
| 6M | -10.7% | -31.9% | +21.2% | -1.9% |
| YTD | -4.1% | +23.2% | -27.3% | -22.7% |
| 1Y | +13.7% | +26.4% | -12.7% | -9.9% |
| 3Y | -8.1% | +186.2% | -194.2% | -56.5% |
| All | +31.4% | +183.3% | -151.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling