+1,062.8%
SMCI vs MS
+576.8%
+486.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.0% |
| 7D | -11.5% | +0.8% | -12.3% | -12.1% |
| 30D | -33.6% | -0.7% | -32.9% | -33.2% |
| 3M | -11.7% | -12.4% | +0.7% | -3.3% |
| 6M | -21.4% | -1.7% | -19.7% | -18.7% |
| YTD | -5.1% | +8.0% | -13.1% | -7.8% |
| 1Y | -30.9% | +16.2% | -47.1% | -35.7% |
| 3Y | +4.5% | +171.3% | -166.8% | -42.8% |
| 5Y | +534.2% | +124.8% | +409.4% | +287.0% |
| 10Y | +1,062.8% | +553.7% | +509.1% | +298.6% |
| All | +1,062.8% | +576.8% | +486.0% | +298.6% |
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