+72.1%
MA vs SMTC
+597.8%
-525.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.2% | -0.7% |
| 7D | +2.3% | -19.0% | +21.3% | +2.6% |
| 30D | +14.7% | -46.7% | +61.4% | +15.9% |
| 3M | +13.5% | -23.4% | +36.9% | +13.4% |
| 6M | +33.1% | -13.4% | +46.5% | +31.0% |
| YTD | +15.1% | +40.1% | -25.0% | +9.6% |
| 1Y | +18.7% | +47.7% | -28.9% | +12.6% |
| 3Y | +72.1% | +606.9% | -534.8% | +45.9% |
| All | +72.1% | +597.8% | -525.8% | +45.9% |
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 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