-15.0%
SMH vs MSTU
-76.6%
+61.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.0% | -2.5% |
| 7D | +4.9% | -25.8% | +30.7% | +7.8% |
| 30D | -13.8% | -43.9% | +30.0% | -9.4% |
| 3M | -17.4% | +2.9% | -20.3% | -18.3% |
| 6M | -15.0% | -75.5% | +60.5% | +4.1% |
| All | -15.0% | -76.6% | +61.6% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling