+151.2%
MS vs SMR
-52.0%
+203.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | 0.0% |
| 7D | +3.7% | +10.3% | -6.6% | +2.5% |
| 30D | +2.0% | -25.7% | +27.7% | +4.6% |
| 3M | -12.6% | -49.7% | +37.2% | -7.4% |
| 6M | -0.3% | -59.8% | +59.6% | +7.1% |
| YTD | +9.0% | -66.0% | +75.0% | +17.1% |
| 1Y | +13.9% | -81.4% | +95.3% | +28.6% |
| 3Y | +173.6% | +130.6% | +43.0% | +113.7% |
| All | +151.2% | -52.0% | +203.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling