+966.8%
MOD vs SMTC
+365.8%
+601.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.8% | -3.0% | +4.2% |
| 7D | -13.9% | -4.8% | -9.1% | -11.8% |
| 30D | -41.5% | -37.8% | -3.7% | -28.3% |
| 3M | -45.7% | -16.5% | -29.3% | -42.7% |
| 6M | -61.1% | -4.4% | -56.7% | -61.9% |
| YTD | -20.5% | +58.0% | -78.5% | -37.7% |
| 1Y | -32.1% | +62.0% | -94.1% | -47.0% |
| 3Y | +146.5% | +745.7% | -599.2% | -15.2% |
| 5Y | +812.7% | +29.0% | +783.7% | +562.0% |
| 10Y | +966.8% | +351.4% | +615.5% | +313.0% |
| All | +966.8% | +365.8% | +601.0% | +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