-7.9%
MOS vs SMTC
+53.1%
-61.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.9% |
| 7D | +24.8% | -10.9% | +35.7% | +24.6% |
| 30D | +22.7% | -39.4% | +62.1% | +22.7% |
| 3M | -1.2% | -13.5% | +12.3% | -1.2% |
| 6M | +5.5% | -6.8% | +12.4% | +6.0% |
| YTD | -2.0% | +54.0% | -56.0% | +1.2% |
| 1Y | -7.9% | +50.8% | -58.7% | -5.7% |
| All | -7.9% | +53.1% | -61.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling