-9.3%
SMCI vs MS
+48.4%
-57.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +5.2% | +1.7% | +3.5% | +3.3% |
| 30D | +23.7% | 0.0% | +23.7% | +24.0% |
| 3M | -4.2% | +3.0% | -7.2% | -6.0% |
| 6M | +21.7% | +35.7% | -13.9% | -0.7% |
| YTD | +33.0% | +23.3% | +9.7% | +14.2% |
| 1Y | -9.3% | +44.7% | -54.0% | -27.4% |
| All | -9.3% | +48.4% | -57.7% | -27.4% |
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