-85.6%
SMR vs MTSI
+59.5%
-145.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -9.5% | -10.7% | +1.1% | -5.3% |
| 30D | -33.2% | -29.0% | -4.2% | -23.2% |
| 3M | -45.9% | -14.7% | -31.2% | -44.2% |
| 6M | -57.9% | -20.1% | -37.8% | -54.6% |
| YTD | -63.8% | +36.1% | -99.9% | -69.4% |
| 1Y | -85.6% | +61.7% | -147.4% | -88.4% |
| All | -85.6% | +59.5% | -145.1% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling