-21.6%
SMCI vs MTSI
+41.9%
-63.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.3% | -0.8% | +4.0% |
| 7D | +2.8% | +7.2% | -4.4% | -1.9% |
| 30D | -23.9% | -18.4% | -5.4% | -16.3% |
| 3M | -3.7% | -16.7% | +13.0% | +3.0% |
| 6M | -9.2% | -31.7% | +22.5% | +5.7% |
| YTD | +4.0% | +45.9% | -41.9% | -16.0% |
| 1Y | -21.6% | +47.0% | -68.6% | -37.8% |
| All | -21.6% | +41.9% | -63.5% | -37.8% |
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