+160.4%
MS vs SMR
+43.9%
+116.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.2% | -16.8% | -2.1% |
| 7D | -1.6% | -9.6% | +8.1% | -0.8% |
| 30D | -3.8% | -33.8% | +30.0% | -0.4% |
| 3M | -14.6% | -46.4% | +31.8% | -10.3% |
| 6M | -5.1% | -62.4% | +57.4% | +2.1% |
| YTD | +4.5% | -64.1% | +68.7% | +11.5% |
| 1Y | +13.5% | -84.3% | +97.9% | +29.0% |
| 3Y | +160.4% | +55.8% | +104.6% | +122.7% |
| All | +160.4% | +43.9% | +116.5% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling