+785.4%
MSCI vs SM
+8.2%
+777.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | +2.8% | -25.9% | +28.7% | +5.3% |
| 30D | +15.4% | -15.1% | +30.5% | +16.7% |
| 3M | +13.4% | +4.9% | +8.5% | +12.3% |
| 6M | +10.9% | +6.1% | +4.8% | +9.2% |
| YTD | +13.0% | +63.4% | -50.5% | +6.3% |
| 1Y | +12.0% | +72.5% | -60.4% | +4.7% |
| 3Y | +34.1% | -16.9% | +51.0% | +31.4% |
| 5Y | +3.9% | -10.6% | +14.5% | -1.0% |
| All | +785.4% | +8.2% | +777.2% | +532.0% |
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