-9.6%
MOS vs SMTC
+91.8%
-101.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | +0.5% |
| 7D | +9.5% | +12.7% | -3.2% | +8.3% |
| 30D | +10.4% | +22.0% | -11.5% | +7.7% |
| 3M | +12.9% | -12.7% | +25.6% | +13.1% |
| 6M | +1.2% | +64.8% | -63.5% | -6.2% |
| YTD | +9.3% | +100.7% | -91.4% | -1.3% |
| 1Y | -18.0% | +146.9% | -164.9% | -28.3% |
| 3Y | -29.0% | +456.8% | -485.8% | -50.9% |
| All | -9.6% | +91.8% | -101.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling