+2,715.8%
MSCI vs SM
-14.7%
+2,730.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | +2.8% | -25.9% | +28.7% | +6.6% |
| 30D | +15.4% | -15.1% | +30.5% | +17.4% |
| 3M | +13.4% | +4.9% | +8.5% | +11.7% |
| 6M | +10.9% | +6.1% | +4.8% | +8.4% |
| YTD | +13.0% | +63.4% | -50.5% | +3.3% |
| 1Y | +12.0% | +72.5% | -60.4% | +1.5% |
| 3Y | +34.1% | -16.9% | +51.0% | +30.2% |
| 5Y | +3.9% | -10.6% | +14.5% | -3.6% |
| 10Y | +802.0% | +11.3% | +790.7% | +487.0% |
| All | +2,715.8% | -14.7% | +2,730.5% | +1,009.2% |
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