+99.3%
MSI vs SMTC
+110.0%
-10.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.0% | -11.0% | -1.9% |
| 7D | -5.8% | +22.9% | -28.7% | -7.4% |
| 30D | -1.0% | +16.6% | -17.6% | -2.6% |
| 3M | +14.2% | +2.4% | +11.7% | +12.8% |
| 6M | +1.0% | +98.3% | -97.2% | -7.0% |
| YTD | +21.5% | +120.7% | -99.2% | +10.4% |
| 1Y | -2.1% | +168.3% | -170.4% | -13.3% |
| 3Y | +69.3% | +571.7% | -502.4% | +23.9% |
| 5Y | +99.3% | +114.0% | -14.7% | +95.6% |
| All | +99.3% | +110.0% | -10.7% | +95.6% |
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 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