-15.6%
SMH vs MTSI
-31.6%
+16.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | -1.6% |
| 7D | -11.2% | -10.0% | -1.2% | -7.0% |
| 30D | -25.8% | -37.2% | +11.4% | -8.5% |
| 3M | -18.8% | -30.1% | +11.2% | -6.4% |
| 6M | -15.6% | -31.9% | +16.3% | +4.8% |
| All | -15.6% | -31.6% | +16.0% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling