-7.5%
MSCI vs SM
+107.8%
-115.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.6% | +26.3% | -25.7% | -2.3% |
| 3M | -7.1% | +8.7% | -15.8% | -8.5% |
| 6M | +0.8% | +51.7% | -50.8% | -5.5% |
| YTD | +1.0% | +99.0% | -98.1% | -9.0% |
| 1Y | +4.3% | +34.6% | -30.3% | -1.2% |
| 3Y | +9.9% | -7.8% | +17.7% | +5.8% |
| All | -7.5% | +107.8% | -115.3% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling