+671.4%
MSI vs SM
+4.2%
+667.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.2% |
| 7D | +7.4% | -19.5% | +26.9% | +8.8% |
| 30D | +18.7% | -20.2% | +38.9% | +20.3% |
| 3M | +14.5% | -6.5% | +21.0% | +14.6% |
| 6M | +38.1% | +1.6% | +36.6% | +37.1% |
| YTD | +38.7% | +61.2% | -22.5% | +32.9% |
| 1Y | +35.4% | +65.4% | -30.0% | +29.4% |
| 3Y | +75.1% | -13.0% | +88.1% | +72.3% |
| 5Y | +126.4% | -4.3% | +130.7% | +117.6% |
| 10Y | +671.4% | +3.0% | +668.4% | +505.7% |
| All | +671.4% | +4.2% | +667.2% | +505.7% |
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