+149.0%
MS vs SMR
-48.1%
+197.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.6% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | -0.7% | -27.5% | +26.8% | +2.1% |
| 3M | -12.4% | -43.1% | +30.8% | -8.3% |
| 6M | -1.7% | -58.4% | +56.7% | +5.1% |
| YTD | +8.0% | -63.2% | +71.2% | +15.3% |
| 1Y | +16.2% | -81.6% | +97.9% | +31.3% |
| 3Y | +171.3% | +149.8% | +21.5% | +110.3% |
| All | +149.0% | -48.1% | +197.1% | +128.5% |
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 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