+1,620.6%
MAS vs SMTC
+38,957.1%
-37,336.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -17.5% | +14.1% | -1.5% |
| 7D | +4.6% | -35.0% | +39.6% | +9.3% |
| 30D | +19.9% | -53.6% | +73.5% | +29.6% |
| 3M | +8.9% | -24.5% | +33.4% | +10.2% |
| 6M | +20.2% | -19.0% | +39.1% | +19.0% |
| YTD | +33.9% | +24.2% | +9.7% | +25.2% |
| 1Y | +34.7% | +35.6% | -1.0% | +24.2% |
| 3Y | +60.4% | +521.9% | -461.5% | +16.5% |
| 5Y | +43.5% | +1.5% | +42.0% | +25.7% |
| 10Y | +226.7% | +274.7% | -48.0% | +143.0% |
| All | +1,620.6% | +38,957.1% | -37,336.4% | +960.7% |
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