-2.1%
MA vs SMR
-68.0%
+65.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +15.3% | -16.7% | -1.2% |
| 7D | -1.8% | +21.4% | -23.1% | -1.4% |
| 30D | +1.4% | +13.8% | -12.4% | +1.7% |
| 3M | +17.7% | +3.9% | +13.8% | +18.0% |
| 6M | +9.7% | -4.2% | +13.9% | +9.6% |
| YTD | +0.5% | -21.1% | +21.6% | +0.3% |
| 1Y | -2.1% | -67.1% | +65.0% | -3.2% |
| All | -2.1% | -68.0% | +65.9% | -3.2% |
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