+578.8%
MS vs SMTC
+365.8%
+213.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.8% | -9.7% | +0.1% |
| 7D | +0.7% | -4.8% | +5.6% | +0.9% |
| 30D | -0.9% | -37.8% | +36.9% | +8.9% |
| 3M | -13.0% | -16.5% | +3.5% | -12.6% |
| 6M | -2.0% | -4.4% | +2.4% | -7.6% |
| YTD | +7.8% | +58.0% | -50.2% | -12.7% |
| 1Y | +17.9% | +62.0% | -44.2% | -5.6% |
| 3Y | +174.8% | +745.7% | -570.9% | +10.8% |
| 5Y | +119.9% | +29.0% | +90.8% | +63.3% |
| 10Y | +578.8% | +351.4% | +227.5% | +234.0% |
| All | +578.8% | +365.8% | +213.0% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling