+477.8%
MTSI vs SMTC
+334.8%
+142.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.1% |
| 7D | -3.8% | -10.9% | +7.1% | +2.3% |
| 30D | -31.4% | -39.4% | +8.0% | -9.7% |
| 3M | -23.8% | -13.5% | -10.2% | -17.9% |
| 6M | -37.1% | -6.8% | -30.2% | -35.5% |
| YTD | +32.2% | +54.0% | -21.8% | +2.1% |
| 1Y | +26.9% | +50.8% | -23.8% | -1.3% |
| 3Y | +193.7% | +677.3% | -483.6% | -32.1% |
| 5Y | +218.0% | +28.7% | +189.3% | +122.1% |
| 10Y | +477.8% | +339.9% | +137.9% | +71.4% |
| All | +477.8% | +334.8% | +142.9% | +71.4% |
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 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