+31.7%
SNPS vs MTSI
+206.4%
-174.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.6% |
| 7D | +1.1% | +10.0% | -8.9% | -3.2% |
| 30D | -5.2% | -20.3% | +15.2% | +2.2% |
| 3M | +10.6% | -24.4% | +35.0% | +20.1% |
| 6M | -10.6% | -39.2% | +28.6% | +3.9% |
| YTD | -3.1% | +35.5% | -38.6% | -25.2% |
| 1Y | +15.6% | +43.0% | -27.5% | -13.3% |
| 3Y | -12.9% | +196.3% | -209.2% | -59.2% |
| All | +31.7% | +206.4% | -174.7% | -41.4% |
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