+233.7%
SMH vs MTSI
+206.4%
+27.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | +0.2% |
| 7D | +4.9% | +10.0% | -5.1% | -1.0% |
| 30D | -13.8% | -20.3% | +6.5% | -3.6% |
| 3M | -17.4% | -24.4% | +7.0% | -6.7% |
| 6M | -15.0% | -39.2% | +24.2% | +7.9% |
| YTD | +35.2% | +35.5% | -0.3% | +1.0% |
| 1Y | +41.6% | +43.0% | -1.4% | +1.9% |
| 3Y | +215.6% | +196.3% | +19.4% | +27.6% |
| All | +233.7% | +206.4% | +27.3% | +25.5% |
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