+73.1%
MA vs SMTC
+91.8%
-18.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.8% |
| 7D | -2.7% | +12.7% | -15.4% | -3.6% |
| 30D | +1.5% | +22.0% | -20.4% | -0.5% |
| 3M | +20.4% | -12.7% | +33.1% | +20.5% |
| 6M | +11.1% | +64.8% | -53.6% | +3.1% |
| YTD | +2.0% | +100.7% | -98.7% | -7.7% |
| 1Y | -2.2% | +146.9% | -149.0% | -13.9% |
| 3Y | +41.9% | +456.8% | -414.9% | +1.9% |
| All | +73.1% | +91.8% | -18.7% | +62.0% |
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