+2,506.7%
MSI vs SM
+1,264.2%
+1,242.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +2.9% |
| 7D | +8.3% | -22.3% | +30.6% | +11.1% |
| 30D | +18.9% | -21.4% | +40.2% | +21.7% |
| 3M | +13.2% | +1.4% | +11.9% | +12.4% |
| 6M | +38.3% | +0.1% | +38.2% | +36.7% |
| YTD | +38.9% | +59.0% | -20.1% | +29.4% |
| 1Y | +36.7% | +64.3% | -27.7% | +26.7% |
| 3Y | +76.6% | -13.1% | +89.7% | +71.8% |
| 5Y | +124.5% | -13.9% | +138.3% | +111.4% |
| 10Y | +674.5% | +1.7% | +672.8% | +446.4% |
| All | +2,506.7% | +1,264.2% | +1,242.5% | +1,135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling