+1,064.5%
MOD vs SMTC
+333.2%
+731.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -4.1% | +31.9% | +29.6% |
| 7D | +40.4% | +11.0% | +29.4% | +33.3% |
| 30D | -14.0% | -28.5% | +14.5% | -1.4% |
| 3M | -33.3% | -14.2% | -19.1% | -30.7% |
| 6M | -51.4% | -18.0% | -33.4% | -49.3% |
| YTD | +1.6% | +55.5% | -53.9% | -20.3% |
| 1Y | +5.4% | +69.5% | -64.2% | -20.0% |
| 3Y | +191.0% | +699.7% | -508.7% | +2.1% |
| 5Y | +1,093.1% | +27.4% | +1,065.7% | +764.8% |
| All | +1,064.5% | +333.2% | +731.2% | +383.4% |
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