+93.3%
MSFU vs SMTC
+203.5%
-110.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.7% | -14.6% | -3.9% |
| 7D | +2.5% | -19.0% | +21.4% | +5.3% |
| 30D | -1.3% | -46.7% | +45.4% | +8.1% |
| 3M | +8.6% | -23.4% | +32.1% | +9.9% |
| 6M | +48.4% | -13.4% | +61.8% | +41.3% |
| YTD | +1.6% | +40.1% | -38.5% | -14.4% |
| 1Y | -5.8% | +47.7% | -53.4% | -21.8% |
| 3Y | +30.9% | +606.9% | -576.0% | -31.3% |
| All | +93.3% | +203.5% | -110.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling