-92.4%
MSTU vs SMTC
+169.8%
-262.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -3.1% |
| 7D | -25.8% | +11.0% | -36.8% | -29.8% |
| 30D | -43.9% | -28.5% | -15.4% | -35.6% |
| 3M | +2.9% | -14.2% | +17.1% | +3.5% |
| 6M | -75.5% | -18.0% | -57.5% | -76.3% |
| YTD | -76.7% | +55.5% | -132.2% | -84.9% |
| 1Y | -88.9% | +69.5% | -158.5% | -93.3% |
| All | -92.4% | +169.8% | -262.2% | -96.8% |
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