+69.3%
MSI vs SFM
+96.9%
-27.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.5% |
| 7D | -5.8% | -5.8% | +0.1% | -5.2% |
| 30D | -1.0% | -11.4% | +10.4% | 0.0% |
| 3M | +14.2% | -12.2% | +26.3% | +15.3% |
| 6M | +1.0% | -5.2% | +6.2% | +1.0% |
| YTD | +21.5% | -4.5% | +25.9% | +21.1% |
| 1Y | -2.1% | -45.4% | +43.3% | +3.9% |
| 3Y | +69.3% | +91.1% | -21.8% | +68.1% |
| All | +69.3% | +96.9% | -27.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling