+605.8%
MSCI vs SMTC
+493.3%
+112.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.0% | -13.7% | -5.6% |
| 7D | -2.1% | +22.9% | -25.0% | -5.9% |
| 30D | -1.7% | +16.6% | -18.4% | -5.5% |
| 3M | -8.2% | +2.4% | -10.6% | -11.4% |
| 6M | -2.4% | +98.3% | -100.7% | -20.2% |
| YTD | -2.8% | +120.7% | -123.5% | -22.8% |
| 1Y | -2.7% | +168.3% | -170.9% | -27.1% |
| 3Y | +7.3% | +571.7% | -564.4% | -47.8% |
| 5Y | -11.4% | +114.0% | -125.4% | -38.5% |
| 10Y | +605.8% | +497.0% | +108.8% | +227.5% |
| All | +605.8% | +493.3% | +112.5% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling