+3,684.2%
SMH vs MTSI
+1,308.1%
+2,376.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.4% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | -0.5% | +2.1% | -2.6% | -2.0% |
| 3M | -9.6% | -29.7% | +20.1% | +2.1% |
| 6M | +42.1% | +12.5% | +29.5% | +34.7% |
| YTD | +57.4% | +57.0% | +0.4% | +31.9% |
| 1Y | +96.2% | +103.9% | -7.7% | +49.0% |
| 3Y | +267.9% | +223.6% | +44.4% | +137.9% |
| 5Y | +327.7% | +321.6% | +6.1% | +154.8% |
| 10Y | +1,764.6% | +517.7% | +1,246.9% | +760.7% |
| All | +3,684.2% | +1,308.1% | +2,376.1% | +1,365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling