+3,874.2%
MSI vs SMTC
+62,999.7%
-59,125.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -2.5% |
| 7D | -3.7% | +12.7% | -16.4% | -5.8% |
| 30D | +6.8% | +22.0% | -15.1% | +2.4% |
| 3M | +14.3% | -12.7% | +27.0% | +14.1% |
| 6M | -1.6% | +64.8% | -66.4% | -13.4% |
| YTD | +22.8% | +100.7% | -77.9% | +3.8% |
| 1Y | -1.1% | +146.9% | -148.0% | -20.2% |
| 3Y | +70.5% | +456.8% | -386.3% | +6.1% |
| 5Y | +102.8% | +89.2% | +13.6% | +48.9% |
| 10Y | +597.4% | +426.9% | +170.6% | +299.8% |
| All | +3,874.2% | +62,999.7% | -59,125.5% | +1,426.2% |
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