-19.6%
MSFU vs SMTC
+154.8%
-174.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.2% | -13.4% | -4.5% |
| 7D | -5.7% | +12.7% | -18.4% | -6.1% |
| 30D | +4.2% | +22.0% | -17.8% | +2.6% |
| 3M | +27.9% | -12.7% | +40.6% | +25.3% |
| 6M | +37.1% | +64.8% | -27.7% | +21.7% |
| YTD | -7.4% | +100.7% | -108.1% | -19.8% |
| 1Y | -19.6% | +146.9% | -166.5% | -31.0% |
| All | -19.6% | +154.8% | -174.4% | -31.0% |
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