+328.5%
SMH vs MTSI
+320.9%
+7.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +0.5% |
| 7D | +2.5% | +1.4% | +1.1% | +1.6% |
| 30D | -0.5% | +2.1% | -2.6% | -3.5% |
| 3M | -9.6% | -29.7% | +20.1% | +10.0% |
| 6M | +42.1% | +12.5% | +29.5% | +26.7% |
| YTD | +57.4% | +57.0% | +0.4% | +12.1% |
| 1Y | +96.2% | +103.9% | -7.7% | +15.7% |
| 3Y | +267.9% | +223.6% | +44.4% | +48.0% |
| All | +328.5% | +320.9% | +7.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling