+102.7%
MO vs SMTC
+122.8%
-20.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.4% |
| 7D | +0.1% | +13.1% | -12.9% | +0.5% |
| 30D | +7.1% | +19.5% | -12.3% | +7.7% |
| 3M | -2.0% | +2.2% | -4.2% | -1.3% |
| 6M | +7.3% | +94.9% | -87.6% | +8.7% |
| YTD | +23.5% | +127.0% | -103.5% | +25.3% |
| 1Y | +11.0% | +174.6% | -163.6% | +12.8% |
| 3Y | +95.0% | +615.9% | -520.9% | +91.0% |
| All | +102.7% | +122.8% | -20.1% | +99.6% |
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