-2.7%
MSI vs SFM
-47.5%
+44.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.5% |
| 7D | -4.0% | -7.2% | +3.2% | -3.6% |
| 30D | -0.5% | -14.3% | +13.9% | +0.2% |
| 3M | +11.4% | -13.7% | +25.1% | +12.0% |
| 6M | +1.0% | -6.0% | +7.0% | +1.1% |
| YTD | +20.7% | -8.2% | +28.9% | +20.1% |
| 1Y | -2.7% | -46.2% | +43.6% | +1.3% |
| All | -2.7% | -47.5% | +44.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling