+618.6%
MSCI vs SM
+5.6%
+613.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.6% | +26.3% | -25.7% | -1.6% |
| 3M | -7.1% | +8.7% | -15.8% | -8.2% |
| 6M | +0.8% | +51.7% | -50.8% | -3.7% |
| YTD | +1.0% | +99.0% | -98.1% | -6.2% |
| 1Y | +4.3% | +34.6% | -30.3% | +0.2% |
| 3Y | +9.9% | -7.8% | +17.7% | +7.2% |
| 5Y | -6.8% | +104.8% | -111.5% | -16.9% |
| All | +618.6% | +5.6% | +613.0% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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