-85.6%
SMR vs MSI
+28.6%
-114.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.5% |
| 7D | -9.5% | +2.8% | -12.3% | -9.5% |
| 30D | -33.2% | +9.1% | -42.3% | -33.2% |
| 3M | -45.9% | +12.5% | -58.5% | -46.1% |
| 6M | -57.9% | +14.2% | -72.1% | -57.8% |
| YTD | -63.8% | +30.7% | -94.5% | -64.0% |
| 1Y | -85.6% | +27.5% | -113.1% | -83.4% |
| All | -85.6% | +28.6% | -114.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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