-37.6%
SMCI vs MTSI
+59.5%
-97.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.2% |
| 7D | -17.3% | -10.7% | -6.7% | -12.6% |
| 30D | -31.5% | -29.0% | -2.5% | -19.5% |
| 3M | -6.6% | -14.7% | +8.1% | -1.3% |
| 6M | +6.0% | -20.1% | +26.1% | +16.7% |
| YTD | +1.1% | +36.1% | -35.0% | -5.2% |
| 1Y | -37.6% | +61.7% | -99.3% | -44.2% |
| All | -37.6% | +59.5% | -97.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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