-79.9%
SMR vs MSI
+37.5%
-117.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -8.3% | +3.2% | -11.5% | -7.9% |
| 30D | -20.1% | +17.6% | -37.7% | -18.8% |
| 3M | -52.7% | +14.5% | -67.2% | -52.0% |
| 6M | -61.0% | +34.3% | -95.3% | -59.8% |
| YTD | -67.1% | +39.7% | -106.8% | -62.5% |
| 1Y | -79.9% | +40.2% | -120.0% | -76.1% |
| All | -79.9% | +37.5% | -117.4% | -76.1% |
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