-6.3%
MOS vs SMTC
+333.2%
-339.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | -2.0% | +11.0% | -13.0% | -4.0% |
| 30D | +15.3% | -28.5% | +43.8% | +20.5% |
| 3M | +1.5% | -14.2% | +15.7% | +0.5% |
| 6M | -2.0% | -18.0% | +16.0% | -4.6% |
| YTD | -6.5% | +55.5% | -62.0% | -23.0% |
| 1Y | -11.1% | +69.5% | -80.6% | -28.7% |
| 3Y | -30.3% | +699.7% | -729.9% | -71.3% |
| 5Y | -33.5% | +27.4% | -60.9% | -49.7% |
| All | -6.3% | +333.2% | -339.6% | -48.5% |
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