+404.4%
SNXX vs MTSI
+23.8%
+380.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.8% | -3.2% | +1.5% |
| 7D | +16.8% | +4.8% | +12.0% | +7.1% |
| 30D | +65.3% | -9.2% | +74.5% | +101.6% |
| 3M | -34.8% | -23.1% | -11.6% | +37.2% |
| 6M | +255.1% | +23.5% | +231.6% | +194.6% |
| All | +404.4% | +23.8% | +380.5% | +307.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling