+4,419.4%
SMCI vs MS
+409.1%
+4,010.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.3% | +4.4% |
| 7D | +6.8% | +1.4% | +5.4% | +6.2% |
| 30D | +30.6% | -0.3% | +30.8% | +30.9% |
| 3M | -15.6% | +0.3% | -15.9% | -15.0% |
| 6M | +21.3% | +31.3% | -10.1% | +11.0% |
| YTD | +35.3% | +24.7% | +10.6% | +26.1% |
| 1Y | -2.7% | +47.9% | -50.6% | -14.5% |
| 3Y | +40.3% | +178.3% | -138.0% | -1.3% |
| 5Y | +941.8% | +144.9% | +796.9% | +669.4% |
| 10Y | +1,687.4% | +804.5% | +882.8% | +759.0% |
| All | +4,419.4% | +409.1% | +4,010.4% | +1,788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling