+216.7%
SMH vs MTSI
+183.3%
+33.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | -2.7% |
| 7D | -11.2% | -10.0% | -1.2% | -6.4% |
| 30D | -25.8% | -37.2% | +11.4% | -4.5% |
| 3M | -18.8% | -30.1% | +11.2% | -4.0% |
| 6M | -15.6% | -31.9% | +16.3% | -0.6% |
| YTD | +28.8% | +23.2% | +5.7% | +2.1% |
| 1Y | +32.6% | +26.4% | +6.2% | +2.9% |
| 3Y | +213.6% | +186.2% | +27.5% | +28.7% |
| All | +216.7% | +183.3% | +33.4% | +24.5% |
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