+1,745.9%
SMCI vs MS
+792.2%
+953.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | +5.2% | +1.7% | +3.5% | +4.1% |
| 30D | +23.7% | 0.0% | +23.7% | +23.9% |
| 3M | -4.2% | +3.0% | -7.2% | -5.0% |
| 6M | +21.7% | +35.7% | -13.9% | +2.3% |
| YTD | +33.0% | +23.3% | +9.7% | +18.2% |
| 1Y | -9.3% | +44.7% | -54.0% | -26.8% |
| 3Y | +38.7% | +178.0% | -139.3% | -25.8% |
| 5Y | +967.2% | +143.2% | +824.0% | +511.6% |
| 10Y | +1,745.9% | +803.2% | +942.7% | +435.3% |
| All | +1,745.9% | +792.2% | +953.7% | +435.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling