+1,392.2%
MAS vs SMTC
+62,999.7%
-61,607.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.7% |
| 7D | -0.8% | +12.7% | -13.5% | -2.2% |
| 30D | -5.6% | +22.0% | -27.5% | -8.2% |
| 3M | +4.4% | -12.7% | +17.1% | +4.6% |
| 6M | +7.2% | +64.8% | -57.6% | -1.2% |
| YTD | +16.1% | +100.7% | -84.6% | +4.3% |
| 1Y | +0.1% | +146.9% | -146.8% | -12.8% |
| 3Y | +28.3% | +456.8% | -428.5% | -4.6% |
| 5Y | +30.5% | +89.2% | -58.8% | +8.0% |
| 10Y | +139.1% | +426.9% | -287.7% | +73.2% |
| All | +1,392.2% | +62,999.7% | -61,607.5% | +783.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling