+148.4%
MS vs SMR
-45.9%
+194.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +2.4% |
| 7D | +0.7% | +1.7% | -0.9% | +0.4% |
| 30D | -0.9% | -24.4% | +23.5% | +1.4% |
| 3M | -13.0% | -44.6% | +31.6% | -8.7% |
| 6M | -2.0% | -56.7% | +54.7% | +4.4% |
| YTD | +7.8% | -61.6% | +69.4% | +14.5% |
| 1Y | +17.9% | -82.1% | +99.9% | +33.4% |
| 3Y | +174.8% | +161.5% | +13.2% | +112.1% |
| All | +148.4% | -45.9% | +194.3% | +127.0% |
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