-88.4%
MSTU vs SMTC
+274.7%
-363.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -5.4% |
| 7D | -22.0% | +17.5% | -39.5% | -28.9% |
| 30D | +60.3% | +21.3% | +39.0% | +41.6% |
| 3M | -3.7% | +3.1% | -6.9% | -10.1% |
| 6M | -45.2% | +81.7% | -126.9% | -64.3% |
| YTD | -64.3% | +115.9% | -180.3% | -79.4% |
| 1Y | -94.0% | +157.8% | -251.8% | -97.0% |
| All | -88.4% | +274.7% | -363.1% | -95.7% |
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