+906.4%
MOD vs SMTC
+313.7%
+592.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.0% | +0.1% |
| 7D | -25.5% | -19.0% | -6.6% | -18.2% |
| 30D | -49.0% | -46.7% | -2.3% | -33.1% |
| 3M | -49.8% | -23.4% | -26.4% | -45.0% |
| 6M | -64.8% | -13.4% | -51.4% | -63.9% |
| YTD | -27.6% | +40.1% | -67.7% | -40.2% |
| 1Y | -35.2% | +47.7% | -82.9% | -47.3% |
| 3Y | +137.1% | +606.9% | -469.8% | -12.0% |
| 5Y | +760.3% | +14.4% | +745.9% | +557.6% |
| All | +906.4% | +313.7% | +592.7% | +292.5% |
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