-53.7%
SMR vs MTSI
+289.1%
-342.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -0.2% |
| 7D | -8.3% | +10.0% | -18.3% | -13.4% |
| 30D | -20.1% | -20.3% | +0.3% | -11.0% |
| 3M | -52.7% | -24.4% | -28.3% | -46.9% |
| 6M | -61.0% | -39.2% | -21.9% | -50.8% |
| YTD | -67.1% | +35.5% | -102.6% | -75.4% |
| 1Y | -79.9% | +43.0% | -122.9% | -85.2% |
| 3Y | +101.7% | +196.3% | -94.5% | +8.3% |
| All | -53.7% | +289.1% | -342.8% | -77.8% |
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 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