-81.6%
SMR vs MSI
+36.5%
-118.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.1% |
| 7D | -2.8% | +7.4% | -10.2% | -2.2% |
| 30D | -27.5% | +18.7% | -46.2% | -26.9% |
| 3M | -43.1% | +14.5% | -57.6% | -42.7% |
| 6M | -58.4% | +38.1% | -96.5% | -57.9% |
| YTD | -63.2% | +38.7% | -101.9% | -61.7% |
| 1Y | -81.6% | +35.4% | -117.0% | -79.7% |
| All | -81.6% | +36.5% | -118.2% | -79.7% |
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