-48.0%
SMR vs MSI
+158.1%
-206.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | +1.9% | +7.7% | -5.7% | -0.8% |
| 30D | -21.9% | +19.9% | -41.9% | -27.0% |
| 3M | -47.1% | +14.9% | -62.1% | -49.9% |
| 6M | -60.6% | +37.2% | -97.9% | -65.3% |
| YTD | -63.1% | +40.8% | -103.9% | -68.3% |
| 1Y | -80.4% | +38.1% | -118.6% | -83.0% |
| 3Y | +150.2% | +77.7% | +72.5% | +111.6% |
| All | -48.0% | +158.1% | -206.1% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling