-87.2%
MSTU vs SMTC
+70.8%
-158.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -12.9% | +23.3% | +14.4% |
| 7D | -4.8% | -24.5% | +19.7% | +3.9% |
| 30D | -29.6% | -42.5% | +12.9% | -16.6% |
| 3M | +69.4% | -14.1% | +83.5% | +69.7% |
| 6M | -62.2% | +3.6% | -65.9% | -67.5% |
| YTD | -61.1% | +50.6% | -111.6% | -70.7% |
| 1Y | -87.2% | +72.2% | -159.4% | -91.4% |
| All | -87.2% | +70.8% | -158.0% | -91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling