-2.7%
SMCI vs MS
+49.4%
-52.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.3% | +4.3% |
| 7D | +6.8% | +1.4% | +5.4% | +5.2% |
| 30D | +30.6% | -0.3% | +30.8% | +31.2% |
| 3M | -15.6% | +0.3% | -15.9% | -15.1% |
| 6M | +21.3% | +31.3% | -10.1% | +0.3% |
| YTD | +35.3% | +24.7% | +10.6% | +14.2% |
| 1Y | -2.7% | +47.9% | -50.6% | -26.2% |
| All | -2.7% | +49.4% | -52.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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