+1,535.8%
MOD vs SMTC
+434.3%
+1,101.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +0.3% |
| 7D | +9.6% | +12.7% | -3.2% | +4.0% |
| 30D | 0.0% | +22.0% | -21.9% | -9.6% |
| 3M | -35.4% | -12.7% | -22.7% | -33.0% |
| 6M | -7.3% | +64.8% | -72.1% | -27.9% |
| YTD | +45.8% | +100.7% | -54.9% | +4.2% |
| 1Y | +43.1% | +146.9% | -103.8% | -6.4% |
| 3Y | +297.7% | +456.8% | -159.1% | +61.6% |
| 5Y | +1,478.8% | +89.2% | +1,389.5% | +875.6% |
| All | +1,535.8% | +434.3% | +1,101.5% | +461.7% |
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