-73.1%
SMR vs MSCI
+4.9%
-78.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.4% | +0.4% | +4.0% | +4.4% |
| 30D | +3.4% | +0.6% | +2.9% | +3.4% |
| 3M | -19.2% | -7.1% | -12.1% | -19.2% |
| 6M | -22.6% | +0.8% | -23.5% | -25.1% |
| YTD | -31.5% | +1.0% | -32.5% | -35.0% |
| 1Y | -73.1% | +4.3% | -77.4% | -75.0% |
| All | -73.1% | +4.9% | -78.0% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling