-37.6%
SMCI vs MSTU
-88.0%
+50.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +10.3% | -16.0% | -7.2% |
| 7D | -17.3% | -4.8% | -12.5% | -17.0% |
| 30D | -31.5% | -29.6% | -1.9% | -28.6% |
| 3M | -6.6% | +69.4% | -76.0% | -17.5% |
| 6M | +6.0% | -62.2% | +68.3% | +19.7% |
| YTD | +1.1% | -61.1% | +62.2% | +0.9% |
| 1Y | -37.6% | -87.2% | +49.6% | -26.2% |
| All | -37.6% | -88.0% | +50.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling