+967.2%
SMCI vs MSCI
-11.2%
+978.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | +23.7% | -1.2% | +24.9% | +24.2% |
| 3M | -4.2% | -8.4% | +4.2% | -2.2% |
| 6M | +21.7% | -1.0% | +22.8% | +19.3% |
| YTD | +33.0% | -2.3% | +35.3% | +30.0% |
| 1Y | -9.3% | -1.2% | -8.1% | -12.6% |
| 3Y | +38.7% | +7.9% | +30.8% | +24.5% |
| 5Y | +967.2% | -10.1% | +977.2% | +841.8% |
| All | +967.2% | -11.2% | +978.3% | +841.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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