+49.6%
MS vs SMTC
+142.3%
-92.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -9.0% | -0.8% |
| 7D | +1.4% | +12.7% | -11.4% | -0.1% |
| 30D | -0.3% | +22.0% | -22.2% | -3.3% |
| 3M | +0.3% | -12.7% | +13.0% | +0.4% |
| 6M | +31.3% | +64.8% | -33.4% | +19.1% |
| YTD | +24.7% | +100.7% | -76.0% | +9.5% |
| All | +49.6% | +142.3% | -92.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling