-10.9%
SMCI vs MSTU
-87.2%
+76.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -2.5% |
| 7D | +5.2% | +12.9% | -7.7% | +2.3% |
| 30D | +23.7% | +68.3% | -44.6% | +10.9% |
| 3M | -4.2% | +0.4% | -4.6% | -9.1% |
| 6M | +21.7% | -41.5% | +63.2% | +23.1% |
| YTD | +33.0% | -61.7% | +94.7% | +36.7% |
| 1Y | -9.3% | -93.7% | +84.4% | +21.0% |
| All | -10.9% | -87.2% | +76.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling