+150.2%
MOS vs SMTC
+62,999.7%
-62,849.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | +0.3% |
| 7D | +9.5% | +12.7% | -3.2% | +7.9% |
| 30D | +10.4% | +22.0% | -11.5% | +7.0% |
| 3M | +12.9% | -12.7% | +25.6% | +12.9% |
| 6M | +1.2% | +64.8% | -63.5% | -7.4% |
| YTD | +9.3% | +100.7% | -91.4% | -2.9% |
| 1Y | -18.0% | +146.9% | -164.9% | -29.6% |
| 3Y | -29.0% | +456.8% | -485.8% | -49.1% |
| 5Y | -9.6% | +89.2% | -98.8% | -27.1% |
| 10Y | +6.1% | +426.9% | -420.8% | -24.8% |
| All | +150.2% | +62,999.7% | -62,849.5% | +34.2% |
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 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