+43.4%
SMH vs MSTU
-88.0%
+131.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.3% | -13.1% | -3.6% |
| 7D | -11.2% | -4.8% | -6.3% | -10.9% |
| 30D | -20.4% | -29.6% | +9.1% | -18.6% |
| 3M | -12.4% | +69.4% | -81.8% | -18.1% |
| 6M | -0.5% | -62.2% | +61.8% | +4.1% |
| YTD | +40.0% | -61.1% | +101.1% | +38.1% |
| 1Y | +43.4% | -87.2% | +130.6% | +56.0% |
| All | +43.4% | -88.0% | +131.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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