+7.5%
SMR vs MSI
+121.2%
-113.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +13.1% | -4.0% | +17.0% | +14.7% |
| 30D | +17.8% | -0.5% | +18.2% | +17.8% |
| 3M | +8.1% | +11.4% | -3.3% | +3.2% |
| 6M | -11.1% | +1.0% | -12.1% | -11.9% |
| YTD | -23.7% | +20.7% | -44.4% | -30.6% |
| 1Y | -69.4% | -2.7% | -66.7% | -69.3% |
| 3Y | +82.6% | +68.2% | +14.4% | +59.2% |
| All | +7.5% | +121.2% | -113.7% | -13.0% |
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