-85.6%
MSTU vs SMTC
+248.2%
-333.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -7.8% |
| 7D | +21.3% | +12.7% | +8.6% | +13.9% |
| 30D | +90.8% | +22.0% | +68.8% | +68.0% |
| 3M | -6.8% | -12.7% | +5.9% | -3.7% |
| 6M | -39.8% | +64.8% | -104.6% | -58.4% |
| YTD | -55.7% | +100.7% | -156.4% | -73.3% |
| 1Y | -92.7% | +146.9% | -239.6% | -96.2% |
| All | -85.6% | +248.2% | -333.8% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling