+886.3%
MOD vs SMTC
+334.8%
+551.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.8% |
| 7D | -17.8% | -10.9% | -6.9% | -13.3% |
| 30D | -43.2% | -39.4% | -3.8% | -29.6% |
| 3M | -46.0% | -13.5% | -32.5% | -43.8% |
| 6M | -62.2% | -6.8% | -55.4% | -62.6% |
| YTD | -22.8% | +54.0% | -76.8% | -38.8% |
| 1Y | -35.5% | +50.8% | -86.3% | -48.1% |
| 3Y | +128.2% | +677.3% | -549.1% | -18.6% |
| 5Y | +791.6% | +28.7% | +762.9% | +547.3% |
| 10Y | +886.3% | +339.9% | +546.4% | +313.0% |
| All | +886.3% | +334.8% | +551.5% | +313.0% |
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