+0.6%
MOS vs SMTC
+382.5%
-382.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.2% | -2.7% |
| 7D | +5.5% | +12.9% | -7.4% | +2.3% |
| 30D | +21.0% | -25.6% | +46.5% | +25.6% |
| 3M | -0.5% | -4.5% | +4.1% | -3.4% |
| 6M | +6.6% | -8.3% | +14.9% | +1.6% |
| YTD | -2.8% | +69.9% | -72.7% | -21.1% |
| 1Y | -8.1% | +73.9% | -82.0% | -26.3% |
| 3Y | -25.6% | +757.7% | -783.3% | -69.6% |
| 5Y | -29.8% | +38.7% | -68.5% | -47.6% |
| 10Y | +0.6% | +376.1% | -375.6% | -44.9% |
| All | +0.6% | +382.5% | -382.0% | -44.9% |
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