+8.2%
MOS vs SMTC
+428.4%
-420.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | -0.4% |
| 7D | +9.5% | +12.7% | -3.2% | +6.9% |
| 30D | +10.4% | +22.0% | -11.5% | +4.8% |
| 3M | +12.9% | -12.7% | +25.6% | +12.9% |
| 6M | +1.2% | +64.8% | -63.5% | -13.7% |
| YTD | +9.3% | +100.7% | -91.4% | -11.7% |
| 1Y | -18.0% | +146.9% | -164.9% | -37.9% |
| 3Y | -29.0% | +456.8% | -485.8% | -65.2% |
| 5Y | -9.6% | +89.2% | -98.8% | -37.3% |
| All | +8.2% | +428.4% | -420.2% | -48.9% |
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