+35.4%
MSI vs SFM
-38.0%
+73.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +7.4% | -6.9% | +14.3% | +7.6% |
| 30D | +18.7% | -25.0% | +43.7% | +20.1% |
| 3M | +14.5% | -42.7% | +57.2% | +18.3% |
| 6M | +38.1% | -41.0% | +79.1% | +42.3% |
| YTD | +38.7% | -38.7% | +77.4% | +40.4% |
| 1Y | +35.4% | -38.1% | +73.5% | +36.4% |
| All | +35.4% | -38.0% | +73.4% | +36.4% |
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