+233.8%
MTSI vs SMTC
+37.8%
+196.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.3% | 0.0% | +5.4% |
| 7D | +7.2% | +12.9% | -5.7% | +1.8% |
| 30D | -18.4% | -25.6% | +7.1% | -6.1% |
| 3M | -16.7% | -4.5% | -12.2% | -14.6% |
| 6M | -31.7% | -8.3% | -23.4% | -28.8% |
| YTD | +45.9% | +69.9% | -24.0% | +16.1% |
| 1Y | +47.0% | +73.9% | -26.9% | +15.7% |
| 3Y | +224.1% | +757.7% | -533.6% | +10.4% |
| All | +233.8% | +37.8% | +196.1% | +229.2% |
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