+150.2%
SMH vs MSTU
-86.5%
+236.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +2.0% |
| 7D | +5.2% | +16.1% | -10.9% | +3.3% |
| 30D | -1.5% | +68.7% | -70.2% | -7.4% |
| 3M | -4.1% | -11.0% | +6.9% | -5.8% |
| 6M | +50.8% | -33.4% | +84.1% | +49.3% |
| YTD | +59.3% | -59.5% | +118.8% | +59.7% |
| 1Y | +94.1% | -93.4% | +187.4% | +126.2% |
| All | +150.2% | -86.5% | +236.7% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling