+1,540.5%
SMCI vs MTSI
+1,085.8%
+454.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -11.5% | -3.8% | -7.6% | -10.7% |
| 30D | -33.6% | -31.4% | -2.2% | -24.4% |
| 3M | -11.7% | -23.8% | +12.1% | -3.7% |
| 6M | -21.4% | -37.1% | +15.6% | -8.6% |
| YTD | -5.1% | +32.2% | -37.3% | -15.7% |
| 1Y | -30.9% | +26.9% | -57.8% | -37.7% |
| 3Y | +4.5% | +193.7% | -189.3% | -27.0% |
| 5Y | +534.2% | +218.0% | +316.1% | +332.7% |
| 10Y | +1,062.8% | +477.8% | +585.0% | +491.9% |
| All | +1,540.5% | +1,085.8% | +454.7% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling