-32.8%
MOS vs SMTC
+13.5%
-46.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.7% | -12.6% | -0.8% |
| 7D | +21.6% | -19.0% | +40.6% | +23.0% |
| 30D | +12.0% | -46.7% | +58.7% | +17.4% |
| 3M | -3.9% | -23.4% | +19.5% | -3.3% |
| 6M | -3.3% | -13.4% | +10.1% | -5.2% |
| YTD | -4.6% | +40.1% | -44.7% | -12.2% |
| 1Y | -7.0% | +47.7% | -54.7% | -15.2% |
| 3Y | -24.4% | +606.9% | -631.3% | -52.4% |
| All | -32.8% | +13.5% | -46.2% | -36.5% |
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 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