-80.9%
SMR vs MSCI
+12.7%
-93.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +7.2% |
| 7D | +1.7% | +1.5% | +0.2% | +2.1% |
| 30D | -24.4% | +14.4% | -38.8% | -22.8% |
| 3M | -44.6% | +15.2% | -59.8% | -43.3% |
| 6M | -56.7% | +11.2% | -67.9% | -56.6% |
| YTD | -61.6% | +13.9% | -75.5% | -64.0% |
| All | -80.9% | +12.7% | -93.6% | -82.8% |
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