-67.1%
SMR vs MTSI
+110.2%
-177.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.2% | +13.1% | +14.1% |
| 7D | +21.4% | +4.9% | +16.5% | +18.5% |
| 30D | +13.8% | -11.6% | +25.4% | +20.4% |
| 3M | +3.9% | -24.1% | +28.0% | +16.7% |
| 6M | -4.2% | +32.4% | -36.6% | -18.9% |
| YTD | -21.1% | +60.4% | -81.5% | -41.6% |
| 1Y | -67.1% | +111.0% | -178.0% | -78.8% |
| All | -67.1% | +110.2% | -177.3% | -78.8% |
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 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