+35.4%
MSI vs SM
+64.7%
-29.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | 0.0% |
| 7D | +7.4% | -19.5% | +26.9% | +6.6% |
| 30D | +18.7% | -20.2% | +38.9% | +17.9% |
| 3M | +14.5% | -6.5% | +21.0% | +14.6% |
| 6M | +38.1% | +1.6% | +36.6% | +38.6% |
| YTD | +38.7% | +61.2% | -22.5% | +35.9% |
| 1Y | +35.4% | +65.4% | -30.0% | +32.4% |
| All | +35.4% | +64.7% | -29.3% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling