+2,981.1%
SMCI vs MS
+345.0%
+2,636.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.8% | -10.5% | -11.0% |
| 7D | -0.3% | +3.7% | -4.0% | -1.6% |
| 30D | -30.9% | +2.0% | -32.9% | -31.2% |
| 3M | -28.2% | -12.6% | -15.7% | -24.3% |
| 6M | -17.7% | -0.3% | -17.4% | -16.4% |
| YTD | -7.8% | +9.0% | -16.8% | -9.3% |
| 1Y | -28.8% | +13.9% | -42.7% | -31.0% |
| 3Y | +1.5% | +173.6% | -172.2% | -27.6% |
| 5Y | +517.8% | +122.0% | +395.8% | +376.7% |
| 10Y | +958.4% | +551.2% | +407.2% | +467.9% |
| All | +2,981.1% | +345.0% | +2,636.1% | +1,257.1% |
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