-85.6%
SMR vs MSCI
+17.3%
-102.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.4% | -9.9% | -3.4% |
| 7D | -9.5% | +11.5% | -21.0% | -7.5% |
| 30D | -33.2% | +22.1% | -55.3% | -30.7% |
| 3M | -45.9% | +18.4% | -64.4% | -44.2% |
| 6M | -57.9% | +16.6% | -74.5% | -57.5% |
| YTD | -63.8% | +18.8% | -82.6% | -65.3% |
| 1Y | -85.6% | +19.0% | -104.6% | -86.7% |
| All | -85.6% | +17.3% | -102.9% | -86.7% |
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