+2,204.9%
MSI vs SM
+1,608.3%
+596.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +6.8% | +26.3% | -19.5% | +3.9% |
| 3M | +14.3% | +8.7% | +5.6% | +12.6% |
| 6M | -1.6% | +51.7% | -53.3% | -7.1% |
| YTD | +22.8% | +99.0% | -76.3% | +12.1% |
| 1Y | -1.1% | +34.6% | -35.7% | -6.0% |
| 3Y | +70.5% | -7.8% | +78.2% | +65.3% |
| 5Y | +102.8% | +104.8% | -2.0% | +73.1% |
| 10Y | +597.4% | +7.2% | +590.2% | +392.5% |
| All | +2,204.9% | +1,608.3% | +596.6% | +970.0% |
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