+118.0%
MOS vs SMTC
+38,957.1%
-38,839.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -17.5% | +20.8% | +5.4% |
| 7D | +22.5% | -35.0% | +57.5% | +28.0% |
| 30D | +6.6% | -53.6% | +60.2% | +15.8% |
| 3M | -3.8% | -24.5% | +20.7% | -2.7% |
| 6M | -2.2% | -19.0% | +16.8% | -3.3% |
| YTD | -4.8% | +24.2% | -29.0% | -11.7% |
| 1Y | -11.7% | +35.6% | -47.3% | -19.4% |
| 3Y | -26.5% | +521.9% | -548.4% | -48.7% |
| 5Y | -32.2% | +1.5% | -33.7% | -41.8% |
| 10Y | +10.2% | +274.7% | -264.5% | -19.7% |
| All | +118.0% | +38,957.1% | -38,839.1% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling