+43.3%
MA vs SMTC
+463.0%
-419.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.4% |
| 7D | -2.7% | +12.7% | -15.4% | -3.0% |
| 30D | +1.5% | +22.0% | -20.4% | +0.7% |
| 3M | +20.4% | -12.7% | +33.1% | +20.5% |
| 6M | +11.1% | +64.8% | -53.6% | +6.9% |
| YTD | +2.0% | +100.7% | -98.7% | -3.1% |
| 1Y | -2.2% | +146.9% | -149.0% | -8.3% |
| All | +43.3% | +463.0% | -419.7% | +21.7% |
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