+29.2%
SNPS vs MTSI
+153.3%
-124.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -18.4% | +13.5% | +2.6% |
| 7D | -10.2% | -24.6% | +14.4% | 0.0% |
| 30D | -12.8% | -45.7% | +32.9% | +10.3% |
| 3M | +9.9% | -27.7% | +37.6% | +21.4% |
| 6M | -12.4% | -37.3% | +24.9% | -0.3% |
| YTD | -6.3% | +11.1% | -17.4% | -21.1% |
| 1Y | +7.6% | +27.2% | -19.5% | -16.2% |
| 3Y | -9.8% | +153.7% | -163.4% | -55.0% |
| 5Y | +29.2% | +159.0% | -129.8% | -38.7% |
| All | +29.2% | +153.3% | -124.1% | -38.7% |
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