+926.7%
MTSI vs SMTC
+272.1%
+654.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +12.7% | -1.9% | +3.8% |
| 7D | -10.0% | -19.0% | +9.0% | +1.1% |
| 30D | -37.2% | -46.7% | +9.5% | -11.1% |
| 3M | -30.1% | -23.4% | -6.6% | -19.4% |
| 6M | -31.9% | -13.4% | -18.5% | -27.3% |
| YTD | +23.2% | +40.1% | -16.9% | -0.1% |
| 1Y | +26.4% | +47.7% | -21.3% | -0.7% |
| 3Y | +186.2% | +606.9% | -420.8% | -29.9% |
| 5Y | +187.0% | +14.4% | +172.7% | +103.8% |
| 10Y | +460.4% | +322.5% | +137.9% | +70.0% |
| All | +926.7% | +272.1% | +654.6% | +216.5% |
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 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