+35.3%
MAS vs SMTC
+91.8%
-56.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.5% |
| 7D | -0.8% | +12.7% | -13.5% | -2.5% |
| 30D | -5.6% | +22.0% | -27.5% | -8.9% |
| 3M | +4.4% | -12.7% | +17.1% | +4.7% |
| 6M | +7.2% | +64.8% | -57.6% | -4.0% |
| YTD | +16.1% | +100.7% | -84.6% | +0.2% |
| 1Y | +0.1% | +146.9% | -146.8% | -17.2% |
| 3Y | +28.3% | +456.8% | -428.5% | -20.3% |
| All | +35.3% | +91.8% | -56.5% | +11.3% |
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