+112.4%
MS vs SMTC
+13.5%
+99.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.3% | -2.6% |
| 7D | -1.6% | -19.0% | +17.4% | +1.3% |
| 30D | -3.8% | -46.7% | +43.0% | +5.7% |
| 3M | -14.6% | -23.4% | +8.8% | -12.9% |
| 6M | -5.1% | -13.4% | +8.3% | -7.2% |
| YTD | +4.5% | +40.1% | -35.5% | -7.8% |
| 1Y | +13.5% | +47.7% | -34.1% | -1.1% |
| 3Y | +160.4% | +606.9% | -446.5% | +44.3% |
| All | +112.4% | +13.5% | +99.0% | +86.9% |
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