+320.4%
MTSI vs SMTC
+91.8%
+228.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.8% | -0.7% |
| 7D | +1.4% | +12.7% | -11.4% | -4.1% |
| 30D | +2.1% | +22.0% | -19.9% | -6.8% |
| 3M | -29.7% | -12.7% | -17.1% | -26.0% |
| 6M | +12.5% | +64.8% | -52.2% | -10.5% |
| YTD | +57.0% | +100.7% | -43.7% | +14.8% |
| 1Y | +103.9% | +146.9% | -43.0% | +36.0% |
| 3Y | +223.6% | +456.8% | -233.2% | +30.7% |
| All | +320.4% | +91.8% | +228.5% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling