+122.9%
MS vs SMTC
+26.3%
+96.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.5% |
| 7D | +5.1% | +11.0% | -6.0% | +3.1% |
| 30D | +5.7% | -28.5% | +34.2% | +10.4% |
| 3M | -12.2% | -14.2% | +2.0% | -12.2% |
| 6M | -0.5% | -18.0% | +17.5% | -1.5% |
| YTD | +9.8% | +55.5% | -45.7% | -4.9% |
| 1Y | +17.7% | +69.5% | -51.8% | 0.0% |
| 3Y | +176.8% | +699.7% | -522.8% | +50.1% |
| All | +122.9% | +26.3% | +96.6% | +91.2% |
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