+950.2%
SMCI vs MTSI
+498.4%
+451.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.6% | -9.7% | -10.7% |
| 7D | -0.3% | +29.1% | -29.4% | -9.9% |
| 30D | -30.9% | -20.4% | -10.5% | -25.0% |
| 3M | -28.2% | -20.9% | -7.3% | -22.6% |
| 6M | -17.7% | -32.3% | +14.6% | -6.2% |
| YTD | -7.8% | +43.5% | -51.3% | -21.2% |
| 1Y | -28.8% | +43.8% | -72.6% | -39.1% |
| 3Y | +1.5% | +218.8% | -217.3% | -32.2% |
| 5Y | +517.8% | +228.3% | +289.4% | +305.2% |
| All | +950.2% | +498.4% | +451.8% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling