+69.3%
MA vs SMR
+7.6%
+61.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -3.5% | +13.1% | -16.6% | -3.8% |
| 30D | +0.8% | +17.8% | -17.0% | +0.4% |
| 3M | +14.8% | +8.1% | +6.7% | +14.4% |
| 6M | +10.0% | -11.1% | +21.1% | +9.7% |
| YTD | -0.1% | -23.7% | +23.6% | -0.3% |
| 1Y | -2.2% | -69.4% | +67.2% | -0.5% |
| 3Y | +39.3% | +82.6% | -43.3% | +30.1% |
| All | +69.3% | +7.6% | +61.7% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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