+593.1%
MA vs SMTC
+333.2%
+259.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.9% |
| 7D | +1.3% | +11.0% | -9.7% | -0.5% |
| 30D | +9.6% | -28.5% | +38.1% | +13.6% |
| 3M | +16.8% | -14.2% | +31.0% | +15.9% |
| 6M | +35.2% | -18.0% | +53.2% | +31.5% |
| YTD | +16.6% | +55.5% | -38.9% | -1.3% |
| 1Y | +19.8% | +69.5% | -49.8% | -0.7% |
| 3Y | +70.7% | +699.7% | -629.0% | -18.6% |
| 5Y | +87.4% | +27.4% | +60.0% | +50.7% |
| All | +593.1% | +333.2% | +259.9% | +251.4% |
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