-45.9%
SMR vs MTSI
+285.6%
-331.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.0% | -1.9% | +2.0% |
| 7D | +1.7% | +3.5% | -1.8% | -0.1% |
| 30D | -24.4% | -30.3% | +5.9% | -8.7% |
| 3M | -44.6% | -26.0% | -18.6% | -36.8% |
| 6M | -56.7% | -36.1% | -20.6% | -46.6% |
| YTD | -61.6% | +34.3% | -95.9% | -71.0% |
| 1Y | -82.1% | +35.3% | -117.3% | -86.3% |
| 3Y | +161.5% | +217.6% | -56.1% | +38.2% |
| All | -45.9% | +285.6% | -331.6% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling