+76.3%
MSFU vs SMTC
+334.8%
-258.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.2% | -13.4% | -5.8% |
| 7D | -5.7% | +12.7% | -18.4% | -7.8% |
| 30D | +4.2% | +22.0% | -17.8% | -0.7% |
| 3M | +27.9% | -12.7% | +40.6% | +27.3% |
| 6M | +37.1% | +64.8% | -27.7% | +16.8% |
| YTD | -7.4% | +100.7% | -108.1% | -24.9% |
| 1Y | -19.6% | +146.9% | -166.5% | -38.5% |
| 3Y | +33.2% | +456.8% | -423.6% | -21.8% |
| All | +76.3% | +334.8% | -258.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling