+5,436.8%
MS vs SMTC
+34,487.4%
-29,050.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.8% |
| 7D | +0.8% | -10.9% | +11.7% | +2.5% |
| 30D | -0.7% | -39.4% | +38.7% | +9.6% |
| 3M | -12.4% | -13.5% | +1.2% | -12.6% |
| 6M | -1.7% | -6.8% | +5.1% | -6.3% |
| YTD | +8.0% | +54.0% | -46.0% | -10.2% |
| 1Y | +16.2% | +50.8% | -34.6% | -3.4% |
| 3Y | +171.3% | +677.3% | -506.0% | +32.8% |
| 5Y | +124.8% | +28.7% | +96.0% | +62.7% |
| 10Y | +553.7% | +339.9% | +213.8% | +234.9% |
| All | +5,436.8% | +34,487.4% | -29,050.6% | +2,160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling