-30.9%
SMCI vs MS
+17.1%
-47.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.1% |
| 7D | -11.5% | +0.8% | -12.3% | -12.7% |
| 30D | -33.6% | -0.7% | -32.9% | -33.1% |
| 3M | -11.7% | -12.4% | +0.7% | +3.4% |
| 6M | -21.4% | -1.7% | -19.7% | -15.7% |
| YTD | -5.1% | +8.0% | -13.1% | -6.9% |
| 1Y | -30.9% | +16.2% | -47.1% | -37.9% |
| All | -30.9% | +17.1% | -47.9% | -37.9% |
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