+19.8%
MA vs SMR
-81.8%
+101.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.3% |
| 7D | +1.3% | -8.3% | +9.6% | +1.2% |
| 30D | +9.6% | -20.1% | +29.7% | +9.2% |
| 3M | +16.8% | -52.7% | +69.5% | +15.3% |
| 6M | +35.2% | -61.0% | +96.2% | +33.4% |
| YTD | +16.6% | -67.1% | +83.7% | +14.3% |
| 1Y | +19.8% | -79.9% | +99.6% | +17.5% |
| All | +19.8% | -81.8% | +101.6% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling