-87.5%
MSTU vs SMTC
+286.0%
-373.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +12.9% | +22.5% | -9.6% | +0.9% |
| 30D | +68.3% | +24.9% | +43.5% | +46.5% |
| 3M | +0.4% | +4.1% | -3.7% | -6.7% |
| 6M | -41.5% | +92.6% | -134.1% | -63.1% |
| YTD | -61.7% | +122.5% | -184.2% | -78.3% |
| 1Y | -93.7% | +166.2% | -259.9% | -96.8% |
| All | -87.5% | +286.0% | -373.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling