+595.0%
MSI vs SM
+12.3%
+582.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -1.0% | +31.5% | -32.5% | -2.8% |
| 3M | +14.2% | +17.3% | -3.2% | +12.6% |
| 6M | +1.0% | +48.5% | -47.5% | -2.2% |
| YTD | +21.5% | +106.3% | -84.8% | +14.8% |
| 1Y | -2.1% | +47.3% | -49.4% | -5.5% |
| 3Y | +69.3% | -1.4% | +70.8% | +65.6% |
| 5Y | +99.3% | +114.0% | -14.7% | +82.4% |
| 10Y | +595.0% | +12.5% | +582.5% | +445.5% |
| All | +595.0% | +12.3% | +582.7% | +445.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling