+70.7%
MSFU vs SMTC
+382.0%
-311.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.3% | +22.5% | -24.8% | -5.9% |
| 30D | -6.3% | +24.9% | -31.1% | -10.9% |
| 3M | +40.0% | +4.1% | +35.9% | +34.8% |
| 6M | +30.1% | +92.6% | -62.5% | +7.6% |
| YTD | -10.3% | +122.5% | -132.8% | -28.7% |
| 1Y | -19.0% | +166.2% | -185.2% | -38.8% |
| 3Y | +25.8% | +577.2% | -551.4% | -29.7% |
| All | +70.7% | +382.0% | -311.3% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling