+596.9%
MSI vs SFM
+280.6%
+316.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.2% |
| 7D | -4.0% | -7.2% | +3.2% | -3.1% |
| 30D | -0.5% | -14.3% | +13.9% | +1.4% |
| 3M | +11.4% | -13.7% | +25.1% | +13.2% |
| 6M | +1.0% | -6.0% | +7.0% | +1.0% |
| YTD | +20.7% | -8.2% | +28.9% | +20.9% |
| 1Y | -2.7% | -46.2% | +43.6% | +4.1% |
| 3Y | +68.2% | +83.6% | -15.4% | +49.8% |
| 5Y | +100.0% | +212.7% | -112.7% | +62.6% |
| 10Y | +596.9% | +273.0% | +323.9% | +430.1% |
| All | +596.9% | +280.6% | +316.3% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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