+1,054.8%
MSI vs SFM
+40.3%
+1,014.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.4% | +0.1% |
| 7D | +4.7% | -1.2% | +5.9% | +4.6% |
| 30D | +14.8% | -24.8% | +39.5% | +17.9% |
| 3M | +8.8% | -43.7% | +52.5% | +15.7% |
| 6M | +19.3% | -37.3% | +56.6% | +24.7% |
| YTD | +35.3% | -38.4% | +73.7% | +41.2% |
| 1Y | +33.8% | -36.9% | +70.7% | +39.1% |
| 3Y | +74.4% | +20.7% | +53.8% | +63.2% |
| 5Y | +120.5% | +103.5% | +17.0% | +89.3% |
| 10Y | +685.2% | +139.7% | +545.4% | +533.4% |
| All | +1,054.8% | +40.3% | +1,014.6% | +864.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling