-27.5%
MOS vs SMTC
+772.6%
-800.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.2% | -1.2% |
| 7D | +5.5% | +12.9% | -7.4% | +4.8% |
| 30D | +21.0% | -25.6% | +46.5% | +22.4% |
| 3M | -0.5% | -4.5% | +4.1% | -1.1% |
| 6M | +6.6% | -8.3% | +14.9% | +5.4% |
| YTD | -2.8% | +69.9% | -72.7% | -8.4% |
| 1Y | -8.1% | +73.9% | -82.0% | -13.7% |
| All | -27.5% | +772.6% | -800.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling