+17.1%
MS vs SMTC
+66.6%
-49.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | +0.4% |
| 7D | -1.7% | +12.9% | -14.6% | -3.4% |
| 30D | +0.9% | -25.6% | +26.5% | +3.7% |
| 3M | -10.8% | -4.5% | -6.3% | -12.1% |
| 6M | +0.9% | -8.3% | +9.2% | -1.8% |
| YTD | +9.8% | +69.9% | -60.1% | -6.6% |
| 1Y | +17.1% | +73.9% | -56.8% | -1.6% |
| All | +17.1% | +66.6% | -49.6% | -1.6% |
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