-8.2%
SMCI vs MSTU
-87.7%
+79.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.7% |
| 7D | +1.3% | -16.6% | +17.9% | +4.1% |
| 30D | +6.6% | +69.7% | -63.1% | -4.5% |
| 3M | +25.4% | -7.5% | +32.9% | +20.4% |
| 6M | +26.1% | -43.1% | +69.3% | +28.1% |
| YTD | +37.0% | -63.0% | +100.0% | +41.6% |
| 1Y | -8.8% | -93.8% | +85.0% | +22.1% |
| All | -8.2% | -87.7% | +79.4% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling