+110.9%
MO vs SMTC
+548.2%
-437.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.1% |
| 7D | +0.1% | +13.1% | -12.9% | -0.2% |
| 30D | +7.1% | +19.5% | -12.3% | +6.4% |
| 3M | -2.0% | +2.2% | -4.2% | -2.3% |
| 6M | +7.3% | +94.9% | -87.6% | +3.4% |
| YTD | +23.5% | +127.0% | -103.5% | +18.0% |
| 1Y | +11.0% | +174.6% | -163.6% | +4.7% |
| 3Y | +95.0% | +615.9% | -520.9% | +60.7% |
| 5Y | +100.6% | +125.6% | -25.0% | +84.8% |
| All | +110.9% | +548.2% | -437.4% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling