+17,245.8%
MO vs SMTC
+48,791.7%
-31,546.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.0% |
| 7D | +3.3% | +11.0% | -7.7% | +3.0% |
| 30D | +7.5% | -28.5% | +36.0% | +8.3% |
| 3M | +22.8% | -14.2% | +37.0% | +22.6% |
| 6M | +13.4% | -18.0% | +31.3% | +12.9% |
| YTD | +43.0% | +55.5% | -12.5% | +39.0% |
| 1Y | +45.2% | +69.5% | -24.3% | +40.6% |
| 3Y | +145.5% | +699.7% | -554.1% | +119.0% |
| 5Y | +157.1% | +27.4% | +129.7% | +143.6% |
| 10Y | +153.3% | +335.7% | -182.4% | +127.0% |
| All | +17,245.8% | +48,791.7% | -31,546.0% | +11,955.8% |
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