+3,373.7%
SMCI vs MS
+348.4%
+3,025.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +8.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.6% |
| 30D | -23.9% | +0.9% | -24.8% | -24.0% |
| 3M | -3.7% | -10.8% | +7.1% | +0.9% |
| 6M | -9.2% | +0.9% | -10.1% | -8.2% |
| YTD | +4.0% | +9.8% | -5.8% | +1.9% |
| 1Y | -21.6% | +17.1% | -38.7% | -24.8% |
| 3Y | +14.4% | +175.7% | -161.3% | -18.7% |
| 5Y | +586.8% | +125.9% | +460.9% | +426.5% |
| 10Y | +1,093.3% | +556.2% | +537.2% | +538.3% |
| All | +3,373.7% | +348.4% | +3,025.4% | +1,425.3% |
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