+987.9%
SMTC vs MOH
+1,286.6%
-298.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +22.5% | -4.2% | +26.7% | +23.3% |
| 30D | +24.9% | -2.4% | +27.3% | +25.3% |
| 3M | +4.1% | -4.4% | +8.5% | +4.3% |
| 6M | +92.6% | +32.9% | +59.6% | +80.5% |
| YTD | +122.5% | +11.9% | +110.6% | +112.3% |
| 1Y | +166.2% | +6.9% | +159.3% | +153.6% |
| 3Y | +577.2% | -39.4% | +616.6% | +588.1% |
| 5Y | +119.0% | -25.0% | +143.9% | +109.5% |
| 10Y | +527.9% | +244.9% | +283.0% | +321.0% |
| All | +987.9% | +1,286.6% | -298.8% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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