+44.4%
MAS vs SMTC
+40.1%
+4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -1.1% |
| 7D | -1.8% | +12.9% | -14.7% | -3.6% |
| 30D | +23.6% | -25.6% | +49.2% | +26.9% |
| 3M | +12.4% | -4.5% | +17.0% | +10.1% |
| 6M | +21.9% | -8.3% | +30.1% | +18.0% |
| YTD | +36.1% | +69.9% | -33.8% | +17.9% |
| 1Y | +39.5% | +73.9% | -34.4% | +19.9% |
| 3Y | +59.1% | +757.7% | -698.5% | -14.7% |
| 5Y | +44.4% | +38.7% | +5.7% | +25.2% |
| All | +44.4% | +40.1% | +4.3% | +25.2% |
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