+3.8%
MSCI vs SMTC
+13.5%
-9.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.7% | -15.0% | -3.4% |
| 7D | +2.8% | -19.0% | +21.8% | +4.4% |
| 30D | +15.4% | -46.7% | +62.2% | +21.7% |
| 3M | +13.4% | -23.4% | +36.8% | +13.9% |
| 6M | +10.9% | -13.4% | +24.3% | +7.1% |
| YTD | +13.0% | +40.1% | -27.1% | +0.3% |
| 1Y | +12.0% | +47.7% | -35.6% | -1.8% |
| 3Y | +34.1% | +606.9% | -572.8% | -28.0% |
| All | +3.8% | +13.5% | -9.6% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling