+75.9%
MSI vs SMTC
+690.9%
-615.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +7.4% | -10.9% | +18.3% | +7.7% |
| 30D | +18.7% | -39.4% | +58.1% | +20.7% |
| 3M | +14.5% | -13.5% | +28.0% | +14.0% |
| 6M | +38.1% | -6.8% | +44.9% | +36.0% |
| YTD | +38.7% | +54.0% | -15.3% | +32.0% |
| 1Y | +35.4% | +50.8% | -15.4% | +28.8% |
| All | +75.9% | +690.9% | -615.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling