+91.9%
MO vs SMTC
+565.9%
-474.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -2.4% | +22.5% | -24.9% | -1.5% |
| 30D | +3.6% | +24.9% | -21.3% | +4.7% |
| 3M | -3.7% | +4.1% | -7.8% | -2.6% |
| 6M | +4.5% | +92.6% | -88.0% | +7.7% |
| YTD | +21.5% | +122.5% | -101.0% | +25.8% |
| 1Y | +9.5% | +166.2% | -156.7% | +14.1% |
| All | +91.9% | +565.9% | -474.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling