+70.7%
MA vs SMTC
+698.5%
-627.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.4% |
| 7D | +1.3% | +11.0% | -9.7% | +1.1% |
| 30D | +9.6% | -28.5% | +38.1% | +10.1% |
| 3M | +16.8% | -14.2% | +31.0% | +16.4% |
| 6M | +35.2% | -18.0% | +53.2% | +34.0% |
| YTD | +16.6% | +55.5% | -38.9% | +10.9% |
| 1Y | +19.8% | +69.5% | -49.8% | +13.3% |
| 3Y | +70.7% | +699.7% | -629.0% | +47.7% |
| All | +70.7% | +698.5% | -627.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling