+505.6%
MA vs SMTC
+493.3%
+12.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -3.0% |
| 7D | -1.8% | +22.9% | -24.7% | -5.1% |
| 30D | +1.4% | +16.6% | -15.2% | -1.9% |
| 3M | +17.7% | +2.4% | +15.3% | +14.5% |
| 6M | +9.7% | +98.3% | -88.6% | -7.7% |
| YTD | +0.5% | +120.7% | -120.2% | -17.6% |
| 1Y | -2.1% | +168.3% | -170.3% | -23.6% |
| 3Y | +40.1% | +571.7% | -531.6% | -25.7% |
| 5Y | +67.5% | +114.0% | -46.5% | +22.4% |
| 10Y | +505.6% | +497.0% | +8.6% | +197.9% |
| All | +505.6% | +493.3% | +12.3% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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