+32.6%
SMH vs MTSI
+38.8%
-6.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | -1.5% |
| 7D | -11.2% | -10.0% | -1.2% | -7.1% |
| 30D | -25.8% | -37.2% | +11.4% | -9.0% |
| 3M | -18.8% | -30.1% | +11.2% | -6.7% |
| 6M | -15.6% | -31.9% | +16.3% | -0.7% |
| YTD | +28.8% | +23.2% | +5.7% | +16.9% |
| 1Y | +32.6% | +26.4% | +6.2% | +18.2% |
| All | +32.6% | +38.8% | -6.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling