+601.1%
MSI vs SMTC
+548.2%
+52.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.2% |
| 7D | -0.4% | +13.1% | -13.5% | -2.1% |
| 30D | -0.8% | +19.5% | -20.2% | -3.7% |
| 3M | +13.9% | +2.2% | +11.7% | +11.6% |
| 6M | +1.3% | +94.9% | -93.5% | -10.8% |
| YTD | +22.3% | +127.0% | -104.7% | +4.7% |
| 1Y | -3.9% | +174.6% | -178.4% | -20.7% |
| 3Y | +69.9% | +615.9% | -546.0% | +4.5% |
| 5Y | +103.8% | +125.6% | -21.8% | +59.5% |
| All | +601.1% | +548.2% | +52.9% | +306.5% |
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 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