+92.3%
MA vs SMTC
+13.5%
+78.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.2% | -1.3% |
| 7D | +2.3% | -19.0% | +21.3% | +3.4% |
| 30D | +14.7% | -46.7% | +61.4% | +19.0% |
| 3M | +13.5% | -23.4% | +36.9% | +13.9% |
| 6M | +33.1% | -13.4% | +46.5% | +29.9% |
| YTD | +15.1% | +40.1% | -25.0% | +5.8% |
| 1Y | +18.7% | +47.7% | -28.9% | +8.2% |
| 3Y | +72.1% | +606.9% | -534.8% | +11.0% |
| All | +92.3% | +13.5% | +78.9% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling