-94.0%
MSTU vs SMTC
+153.7%
-247.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -5.8% |
| 7D | -22.0% | +17.5% | -39.5% | -26.8% |
| 30D | +60.3% | +21.3% | +39.0% | +47.8% |
| 3M | -3.7% | +3.1% | -6.9% | -7.2% |
| 6M | -45.2% | +81.7% | -126.9% | -60.0% |
| YTD | -64.3% | +115.9% | -180.3% | -74.6% |
| 1Y | -94.0% | +157.8% | -251.8% | -95.5% |
| All | -94.0% | +153.7% | -247.7% | -95.5% |
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