+61.7%
MAS vs SMTC
+518.9%
-457.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -17.5% | +14.1% | -2.1% |
| 7D | +4.6% | -35.0% | +39.6% | +7.7% |
| 30D | +19.9% | -53.6% | +73.5% | +26.9% |
| 3M | +8.9% | -24.5% | +33.4% | +9.1% |
| 6M | +20.2% | -19.0% | +39.1% | +17.8% |
| YTD | +33.9% | +24.2% | +9.7% | +24.3% |
| 1Y | +34.7% | +35.6% | -1.0% | +23.4% |
| All | +61.7% | +518.9% | -457.2% | +8.9% |
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