+1,008.2%
SMCI vs MS
+144.2%
+864.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +9.7% | +2.5% | +7.2% | +7.5% |
| 30D | +29.3% | 0.0% | +29.4% | +29.6% |
| 3M | -8.5% | +2.4% | -10.9% | -9.2% |
| 6M | +28.6% | +36.4% | -7.8% | +3.3% |
| YTD | +37.5% | +23.8% | +13.7% | +18.2% |
| 1Y | +0.5% | +48.6% | -48.1% | -24.7% |
| 3Y | +43.4% | +179.1% | -135.7% | -37.4% |
| 5Y | +1,008.2% | +144.8% | +863.4% | +392.7% |
| All | +1,008.2% | +144.2% | +864.0% | +392.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling