+150.4%
SMH vs MSTU
-87.2%
+237.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.6% |
| 7D | +4.3% | +12.9% | -8.6% | +2.6% |
| 30D | +0.9% | +68.3% | -67.5% | -5.2% |
| 3M | -2.8% | +0.4% | -3.2% | -5.6% |
| 6M | +45.6% | -41.5% | +87.1% | +45.8% |
| YTD | +59.5% | -61.7% | +121.2% | +60.7% |
| 1Y | +93.4% | -93.7% | +187.1% | +126.4% |
| All | +150.4% | -87.2% | +237.6% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling