-45.9%
SMR vs MSCI
+35.8%
-81.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.9% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | -24.4% | +14.4% | -38.8% | -26.8% |
| 3M | -44.6% | +15.2% | -59.8% | -46.5% |
| 6M | -56.7% | +11.2% | -67.9% | -58.3% |
| YTD | -61.6% | +13.9% | -75.5% | -63.5% |
| 1Y | -82.1% | +12.5% | -94.6% | -82.9% |
| 3Y | +161.5% | +32.3% | +129.3% | +136.9% |
| All | -45.9% | +35.8% | -81.7% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling