-4.5%
MS vs SMTC
-20.7%
+16.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -17.5% | +11.6% | -4.2% |
| 7D | -3.4% | -35.0% | +31.6% | +0.3% |
| 30D | -3.9% | -53.6% | +49.7% | +2.9% |
| 3M | -15.9% | -24.5% | +8.6% | -15.1% |
| All | -4.5% | -20.7% | +16.2% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling