+847.5%
MSCI vs SM
+18.0%
+829.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +3.0% | +9.4% | -6.4% | +2.2% |
| 30D | +17.8% | -14.4% | +32.2% | +19.0% |
| 3M | +15.2% | +1.6% | +13.6% | +14.4% |
| 6M | +16.5% | +6.3% | +10.1% | +14.7% |
| YTD | +16.4% | +78.8% | -62.4% | +8.6% |
| 1Y | +16.8% | +83.1% | -66.3% | +8.6% |
| 3Y | +35.8% | -5.9% | +41.7% | +31.6% |
| 5Y | +7.0% | +4.8% | +2.1% | +0.6% |
| All | +847.5% | +18.0% | +829.5% | +569.7% |
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