+9.1%
MSCI vs SM
-0.4%
+9.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.8% | +0.1% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +16.5% | -17.3% | +33.8% | +18.4% |
| 3M | +18.2% | -3.6% | +21.8% | +17.6% |
| 6M | +14.0% | +2.9% | +11.1% | +11.7% |
| YTD | +16.6% | +70.2% | -53.6% | +5.5% |
| 1Y | +14.8% | +66.5% | -51.7% | +4.1% |
| 3Y | +33.3% | -8.2% | +41.5% | +26.1% |
| 5Y | +9.1% | -1.5% | +10.5% | -2.3% |
| All | +9.1% | -0.4% | +9.4% | -2.3% |
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 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