+9.9%
SNXX vs MTSI
+5.5%
+4.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.6% | -6.0% | -1.6% |
| 7D | +8.5% | +10.0% | -1.5% | -6.1% |
| 30D | -66.5% | -20.3% | -46.2% | -42.8% |
| 3M | -74.6% | -24.4% | -50.2% | -54.7% |
| 6M | -82.8% | -39.2% | -43.6% | -44.1% |
| All | +9.9% | +5.5% | +4.4% | +23.4% |
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 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