+37.2%
MSI vs SFM
-39.0%
+76.2%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.4% |
| 7D | +7.7% | -7.1% | +14.8% | +7.8% |
| 30D | +19.9% | -21.4% | +41.3% | +21.0% |
| 3M | +14.9% | -40.1% | +55.0% | +19.3% |
| 6M | +37.2% | -38.0% | +75.3% | +42.3% |
| All | +37.2% | -39.0% | +76.2% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling