+1,803.3%
SMH vs MTSI
+529.6%
+1,273.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | +5.2% | +4.9% | +0.3% | +3.2% |
| 30D | -1.5% | -11.6% | +10.0% | +3.2% |
| 3M | -4.1% | -24.1% | +20.0% | +6.5% |
| 6M | +50.8% | +32.4% | +18.3% | +32.7% |
| YTD | +59.3% | +60.4% | -1.1% | +28.6% |
| 1Y | +94.1% | +111.0% | -16.9% | +39.2% |
| 3Y | +286.7% | +246.1% | +40.6% | +126.9% |
| 5Y | +339.4% | +340.3% | -0.9% | +136.3% |
| 10Y | +1,803.3% | +539.5% | +1,263.8% | +655.2% |
| All | +1,803.3% | +529.6% | +1,273.7% | +655.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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