+144.3%
SMH vs MSTU
-88.1%
+232.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -1.8% |
| 7D | +1.4% | -22.0% | +23.4% | +3.6% |
| 30D | -2.2% | +60.3% | -62.5% | -7.7% |
| 3M | -1.9% | -3.7% | +1.9% | -4.3% |
| 6M | +41.0% | -45.2% | +86.2% | +42.0% |
| YTD | +55.6% | -64.3% | +119.9% | +57.7% |
| 1Y | +86.8% | -94.0% | +180.8% | +119.7% |
| All | +144.3% | -88.1% | +232.4% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling