+189.1%
MTSI vs SMTC
+690.9%
-501.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.3% |
| 7D | -3.8% | -10.9% | +7.1% | +1.5% |
| 30D | -31.4% | -39.4% | +8.0% | -13.2% |
| 3M | -23.8% | -13.5% | -10.2% | -18.0% |
| 6M | -37.1% | -6.8% | -30.2% | -34.3% |
| YTD | +32.2% | +54.0% | -21.8% | +12.3% |
| 1Y | +26.9% | +50.8% | -23.8% | +8.5% |
| All | +189.1% | +690.9% | -501.7% | +38.5% |
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