-3.5%
MSFU vs SMTC
+70.8%
-74.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -12.9% | +26.4% | +13.6% |
| 7D | +8.2% | -24.5% | +32.7% | +8.8% |
| 30D | +10.2% | -42.5% | +52.7% | +11.1% |
| 3M | +22.9% | -14.1% | +37.0% | +22.0% |
| 6M | +63.2% | +3.6% | +59.6% | +50.1% |
| YTD | +11.7% | +50.6% | -38.8% | -5.6% |
| 1Y | -3.5% | +72.2% | -75.7% | -20.4% |
| All | -3.5% | +70.8% | -74.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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