+11.1%
SMR vs MSI
+122.7%
-111.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +15.7% |
| 7D | +21.4% | -5.8% | +27.1% | +23.9% |
| 30D | +13.8% | -1.0% | +14.8% | +14.1% |
| 3M | +3.9% | +14.2% | -10.2% | -1.8% |
| 6M | -4.2% | +1.0% | -5.2% | -5.1% |
| YTD | -21.1% | +21.5% | -42.6% | -28.4% |
| 1Y | -67.1% | -2.1% | -64.9% | -67.0% |
| 3Y | +88.9% | +69.3% | +19.5% | +64.3% |
| All | +11.1% | +122.7% | -111.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling