+2,237.1%
SMCI vs MTSI
+1,308.1%
+929.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.1% | +3.3% |
| 7D | +6.8% | +1.4% | +5.4% | +6.3% |
| 30D | +30.6% | +2.1% | +28.5% | +28.6% |
| 3M | -15.6% | -29.7% | +14.1% | -4.2% |
| 6M | +21.3% | +12.5% | +8.7% | +16.1% |
| YTD | +35.3% | +57.0% | -21.8% | +14.0% |
| 1Y | -2.7% | +103.9% | -106.6% | -25.6% |
| 3Y | +40.3% | +223.6% | -183.3% | -4.9% |
| 5Y | +941.8% | +321.6% | +620.3% | +557.7% |
| 10Y | +1,687.4% | +517.7% | +1,169.7% | +788.3% |
| All | +2,237.1% | +1,308.1% | +929.0% | +799.6% |
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