+568.4%
MA vs SMTC
+334.8%
+233.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +1.8% | -10.9% | +12.7% | +2.8% |
| 30D | +11.8% | -39.4% | +51.2% | +18.9% |
| 3M | +17.2% | -13.5% | +30.7% | +16.1% |
| 6M | +33.4% | -6.8% | +40.2% | +26.6% |
| YTD | +16.1% | +54.0% | -37.9% | -1.4% |
| 1Y | +19.9% | +50.8% | -30.9% | +1.7% |
| 3Y | +70.1% | +677.3% | -607.3% | -18.2% |
| 5Y | +89.6% | +28.7% | +60.9% | +51.8% |
| 10Y | +568.4% | +339.9% | +228.5% | +232.5% |
| All | +568.4% | +334.8% | +233.6% | +232.5% |
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