+155.5%
MO vs SMTC
+26.3%
+129.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.8% |
| 7D | +3.3% | +11.0% | -7.7% | +3.7% |
| 30D | +7.5% | -28.5% | +36.0% | +6.8% |
| 3M | +22.8% | -14.2% | +37.0% | +22.6% |
| 6M | +13.4% | -18.0% | +31.3% | +13.5% |
| YTD | +43.0% | +55.5% | -12.5% | +43.8% |
| 1Y | +45.2% | +69.5% | -24.3% | +46.2% |
| 3Y | +145.5% | +699.7% | -554.1% | +132.3% |
| All | +155.5% | +26.3% | +129.2% | +149.1% |
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 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