-53.7%
SMR vs MSCI
+38.7%
-92.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.6% |
| 7D | -8.3% | +3.0% | -11.3% | -8.8% |
| 30D | -20.1% | +17.8% | -37.9% | -23.0% |
| 3M | -52.7% | +15.2% | -67.9% | -54.3% |
| 6M | -61.0% | +16.5% | -77.5% | -63.0% |
| YTD | -67.1% | +16.4% | -83.5% | -68.9% |
| 1Y | -79.9% | +16.8% | -96.7% | -81.0% |
| 3Y | +101.7% | +35.8% | +66.0% | +81.9% |
| All | -53.7% | +38.7% | -92.4% | -60.1% |
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