-66.4%
MOD vs SMTC
-16.5%
-49.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -17.5% | +10.2% | +1.6% |
| 7D | -34.2% | -35.0% | +0.9% | -17.9% |
| 30D | -51.9% | -53.6% | +1.7% | -30.2% |
| 3M | -53.0% | -24.5% | -28.5% | -48.0% |
| 6M | -66.4% | -19.0% | -47.4% | -64.6% |
| All | -66.4% | -16.5% | -49.8% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling