+17.1%
SNPS vs MTSI
+320.9%
-303.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.8% |
| 7D | -11.0% | +1.4% | -12.4% | -11.6% |
| 30D | -1.7% | +2.1% | -3.8% | -3.7% |
| 3M | -20.4% | -29.7% | +9.4% | -10.0% |
| 6M | -8.6% | +12.5% | -21.1% | -18.5% |
| YTD | -16.2% | +57.0% | -73.2% | -37.3% |
| 1Y | -34.6% | +103.9% | -138.5% | -58.1% |
| 3Y | -14.5% | +223.6% | -238.0% | -59.8% |
| All | +17.1% | +320.9% | -303.8% | -53.8% |
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 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