+1,208.8%
MTSI vs SMTC
+433.1%
+775.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.8% | -1.5% |
| 7D | +1.4% | +12.7% | -11.4% | -5.2% |
| 30D | +2.1% | +22.0% | -19.9% | -8.7% |
| 3M | -29.7% | -12.7% | -17.1% | -25.3% |
| 6M | +12.5% | +64.8% | -52.2% | -16.5% |
| YTD | +57.0% | +100.7% | -43.7% | +4.4% |
| 1Y | +103.9% | +146.9% | -43.0% | +19.8% |
| 3Y | +223.6% | +456.8% | -233.2% | -9.2% |
| 5Y | +321.6% | +89.2% | +232.3% | +122.2% |
| 10Y | +517.7% | +426.9% | +90.8% | +66.0% |
| All | +1,208.8% | +433.1% | +775.6% | +230.7% |
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