+5,285.6%
MS vs SMTC
+27,797.9%
-22,512.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -17.5% | +11.6% | -1.9% |
| 7D | -3.4% | -35.0% | +31.6% | +6.0% |
| 30D | -3.9% | -53.6% | +49.7% | +13.2% |
| 3M | -15.9% | -24.5% | +8.6% | -13.4% |
| 6M | -2.5% | -19.0% | +16.5% | -3.6% |
| YTD | +5.1% | +24.2% | -19.1% | -7.9% |
| 1Y | +13.0% | +35.6% | -22.7% | -3.5% |
| 3Y | +160.7% | +521.9% | -361.2% | +34.8% |
| 5Y | +114.0% | +1.5% | +112.6% | +64.4% |
| 10Y | +637.5% | +274.7% | +362.8% | +293.8% |
| All | +5,285.6% | +27,797.9% | -22,512.3% | +2,220.7% |
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