-14.4%
SMCI vs MSTU
-88.1%
+73.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.8% | +2.8% | -2.9% |
| 7D | -1.3% | -22.0% | +20.7% | +2.5% |
| 30D | +18.3% | +60.3% | -42.0% | +6.8% |
| 3M | +27.7% | -3.7% | +31.4% | +21.7% |
| 6M | +17.6% | -45.2% | +62.8% | +20.1% |
| YTD | +27.7% | -64.3% | +92.0% | +32.7% |
| 1Y | -14.9% | -94.0% | +79.1% | +14.6% |
| All | -14.4% | -88.1% | +73.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling