+161.8%
MS vs SMTC
+518.9%
-357.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -17.5% | +11.6% | -3.5% |
| 7D | -3.4% | -35.0% | +31.6% | +2.1% |
| 30D | -3.9% | -53.6% | +49.7% | +6.1% |
| 3M | -15.9% | -24.5% | +8.6% | -14.4% |
| 6M | -2.5% | -19.0% | +16.5% | -3.3% |
| YTD | +5.1% | +24.2% | -19.1% | -3.6% |
| 1Y | +13.0% | +35.6% | -22.7% | +2.0% |
| All | +161.8% | +518.9% | -357.1% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling