-24.4%
MOS vs SMTC
+597.8%
-622.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.7% | -12.6% | -0.3% |
| 7D | +21.6% | -19.0% | +40.6% | +22.3% |
| 30D | +12.0% | -46.7% | +58.7% | +15.0% |
| 3M | -3.9% | -23.4% | +19.5% | -3.6% |
| 6M | -3.3% | -13.4% | +10.1% | -4.5% |
| YTD | -4.6% | +40.1% | -44.7% | -9.3% |
| 1Y | -7.0% | +47.7% | -54.7% | -12.1% |
| 3Y | -24.4% | +606.9% | -631.3% | -46.2% |
| All | -24.4% | +597.8% | -622.3% | -46.2% |
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