+947.8%
MSI vs SFM
+132.6%
+815.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +6.8% | -4.4% | +11.2% | +7.4% |
| 3M | +14.3% | +1.5% | +12.8% | +13.8% |
| 6M | -1.6% | +6.5% | -8.0% | -3.0% |
| YTD | +22.8% | +2.2% | +20.6% | +21.4% |
| 1Y | -1.1% | -41.9% | +40.8% | +4.6% |
| 3Y | +70.5% | +106.8% | -36.3% | +50.3% |
| 5Y | +102.8% | +231.6% | -128.8% | +65.1% |
| 10Y | +597.4% | +258.4% | +339.0% | +438.0% |
| All | +947.8% | +132.6% | +815.3% | +728.9% |
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