+671.3%
MSI vs SMTC
+382.5%
+288.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +0.3% |
| 7D | +7.7% | +12.9% | -5.2% | +5.6% |
| 30D | +19.9% | -25.6% | +45.5% | +23.0% |
| 3M | +14.9% | -4.5% | +19.5% | +12.8% |
| 6M | +37.2% | -8.3% | +45.5% | +33.1% |
| YTD | +40.8% | +69.9% | -29.1% | +23.1% |
| 1Y | +38.1% | +73.9% | -35.8% | +19.9% |
| 3Y | +77.7% | +757.7% | -680.0% | +2.1% |
| 5Y | +129.0% | +38.7% | +90.3% | +92.9% |
| 10Y | +671.3% | +376.1% | +295.2% | +382.5% |
| All | +671.3% | +382.5% | +288.7% | +382.5% |
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