+2,417.1%
MSCI vs SM
+3.9%
+2,413.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -7.1% | +8.7% | -15.8% | -8.7% |
| 6M | +0.8% | +51.7% | -50.8% | -5.9% |
| YTD | +1.0% | +99.0% | -98.1% | -9.5% |
| 1Y | +4.3% | +34.6% | -30.3% | -1.9% |
| 3Y | +9.9% | -7.8% | +17.7% | +5.8% |
| 5Y | -6.8% | +104.8% | -111.5% | -22.5% |
| 10Y | +614.7% | +7.2% | +607.4% | +375.4% |
| All | +2,417.1% | +3.9% | +2,413.2% | +872.3% |
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 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