+113.6%
MS vs SMTC
+0.6%
+113.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -17.5% | +11.6% | -3.0% |
| 7D | -3.4% | -35.0% | +31.6% | +3.2% |
| 30D | -3.9% | -53.6% | +49.7% | +8.2% |
| 3M | -15.9% | -24.5% | +8.6% | -14.2% |
| 6M | -2.5% | -19.0% | +16.5% | -3.5% |
| YTD | +5.1% | +24.2% | -19.1% | -5.3% |
| 1Y | +13.0% | +35.6% | -22.7% | -0.2% |
| 3Y | +160.7% | +521.9% | -361.2% | +47.9% |
| All | +113.6% | +0.6% | +113.0% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling