+707.3%
MOD vs SMTC
+0.6%
+706.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -17.5% | +10.2% | +0.3% |
| 7D | -34.2% | -35.0% | +0.9% | -20.5% |
| 30D | -51.9% | -53.6% | +1.7% | -33.3% |
| 3M | -53.0% | -24.5% | -28.5% | -48.3% |
| 6M | -66.4% | -19.0% | -47.4% | -64.4% |
| YTD | -31.5% | +24.2% | -55.8% | -39.7% |
| 1Y | -39.6% | +35.6% | -75.2% | -48.2% |
| 3Y | +116.8% | +521.9% | -405.1% | -5.9% |
| All | +707.3% | +0.6% | +706.7% | +627.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling