+11.1%
SMR vs MSCI
+15.8%
-4.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.8% | +19.0% | +16.1% |
| 7D | +21.4% | -2.1% | +23.5% | +21.8% |
| 30D | +13.8% | -1.7% | +15.6% | +14.0% |
| 3M | +3.9% | -8.2% | +12.1% | +4.8% |
| 6M | -4.2% | -2.4% | -1.8% | -5.2% |
| YTD | -21.1% | -2.8% | -18.3% | -22.2% |
| 1Y | -67.1% | -2.7% | -64.4% | -67.6% |
| 3Y | +88.9% | +7.3% | +81.5% | +79.2% |
| All | +11.1% | +15.8% | -4.7% | -0.2% |
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