+72.2%
MSFU vs SMTC
+378.2%
-305.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -4.0% |
| 7D | -3.2% | +22.9% | -26.1% | -6.8% |
| 30D | -3.1% | +16.6% | -19.8% | -6.8% |
| 3M | +35.3% | +2.4% | +32.9% | +30.7% |
| 6M | +31.6% | +98.3% | -66.7% | +8.1% |
| YTD | -9.5% | +120.7% | -130.2% | -27.9% |
| 1Y | -18.4% | +168.3% | -186.7% | -38.5% |
| 3Y | +26.9% | +571.7% | -544.8% | -29.0% |
| All | +72.2% | +378.2% | -305.9% | +8.9% |
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