+2,781.3%
MSCI vs SM
-15.5%
+2,796.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.1% |
| 7D | +6.0% | -25.1% | +31.2% | +9.8% |
| 30D | +18.2% | -15.6% | +33.8% | +20.3% |
| 3M | +15.1% | +2.7% | +12.4% | +13.7% |
| 6M | +13.7% | -3.8% | +17.6% | +12.6% |
| YTD | +15.6% | +61.8% | -46.2% | +5.8% |
| 1Y | +16.3% | +71.4% | -55.0% | +5.5% |
| 3Y | +36.9% | -20.7% | +57.6% | +33.8% |
| 5Y | +6.3% | -11.5% | +17.8% | -1.2% |
| 10Y | +823.0% | +10.2% | +812.8% | +501.5% |
| All | +2,781.3% | -15.5% | +2,796.8% | +1,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling