+368.8%
SNXX vs MTSI
+25.0%
+343.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -8.9% |
| 7D | -12.0% | +2.2% | -14.3% | -16.2% |
| 30D | +37.9% | -11.5% | +49.5% | +76.6% |
| 3M | -52.7% | -26.6% | -26.0% | +4.7% |
| 6M | +194.8% | +23.5% | +171.3% | +144.1% |
| All | +368.8% | +25.0% | +343.8% | +271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling