-30.9%
SMCI vs MTSI
+30.7%
-61.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | -11.5% | -3.8% | -7.6% | -10.5% |
| 30D | -33.6% | -31.4% | -2.2% | -20.1% |
| 3M | -11.7% | -23.8% | +12.1% | -1.0% |
| 6M | -21.4% | -37.1% | +15.6% | -4.3% |
| YTD | -5.1% | +32.2% | -37.3% | -19.4% |
| 1Y | -30.9% | +26.9% | -57.8% | -39.8% |
| All | -30.9% | +30.7% | -61.6% | -39.8% |
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