+1,008.2%
SMCI vs MTSI
+331.9%
+676.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.2% |
| 7D | +9.7% | +4.9% | +4.8% | +6.1% |
| 30D | +29.3% | -11.6% | +40.9% | +39.8% |
| 3M | -8.5% | -24.1% | +15.6% | +9.0% |
| 6M | +28.6% | +32.4% | -3.8% | +1.4% |
| YTD | +37.5% | +60.4% | -22.9% | -9.8% |
| 1Y | +0.5% | +111.0% | -110.4% | -48.0% |
| 3Y | +43.4% | +246.1% | -202.7% | -49.3% |
| 5Y | +1,008.2% | +340.3% | +667.9% | +217.9% |
| All | +1,008.2% | +331.9% | +676.3% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling