-3.6%
SMR vs MTSI
+351.0%
-354.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -2.5% |
| 7D | +4.4% | +1.4% | +3.0% | +3.5% |
| 30D | +3.4% | +2.1% | +1.3% | +0.2% |
| 3M | -19.2% | -29.7% | +10.6% | -2.4% |
| 6M | -22.6% | +12.5% | -35.2% | -30.9% |
| YTD | -31.5% | +57.0% | -88.6% | -51.2% |
| 1Y | -73.1% | +103.9% | -177.0% | -83.7% |
| 3Y | +55.0% | +223.6% | -168.6% | -19.7% |
| All | -3.6% | +351.0% | -354.5% | -56.0% |
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