+187.3%
MS vs SMR
-3.5%
+190.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.4% | +4.4% | -3.0% | +0.9% |
| 30D | -0.3% | +3.4% | -3.7% | -0.8% |
| 3M | +0.3% | -19.2% | +19.5% | +1.6% |
| 6M | +31.3% | -22.6% | +54.0% | +32.4% |
| YTD | +24.7% | -31.5% | +56.2% | +26.2% |
| 1Y | +47.9% | -73.1% | +121.0% | +60.3% |
| 3Y | +178.3% | +55.0% | +123.4% | +130.7% |
| All | +187.3% | -3.5% | +190.8% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling