+6,288.2%
MS vs SMTC
+44,971.2%
-38,683.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -9.0% | -1.9% |
| 7D | +1.4% | +12.7% | -11.4% | -1.6% |
| 30D | -0.3% | +22.0% | -22.2% | -6.0% |
| 3M | +0.3% | -12.7% | +13.0% | +0.6% |
| 6M | +31.3% | +64.8% | -33.4% | +10.9% |
| YTD | +24.7% | +100.7% | -76.0% | 0.0% |
| 1Y | +47.9% | +146.9% | -99.0% | +11.5% |
| 3Y | +178.3% | +456.8% | -278.5% | +50.6% |
| 5Y | +144.9% | +89.2% | +55.7% | +65.8% |
| 10Y | +804.5% | +426.9% | +377.7% | +356.1% |
| All | +6,288.2% | +44,971.2% | -38,683.0% | +2,418.2% |
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 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