+586.8%
SMCI vs MSCI
+8.1%
+578.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.2% |
| 7D | +2.8% | -1.9% | +4.7% | +3.7% |
| 30D | -23.9% | +16.5% | -40.4% | -29.2% |
| 3M | -3.7% | +18.2% | -21.9% | -11.2% |
| 6M | -9.2% | +14.0% | -23.2% | -16.5% |
| YTD | +4.0% | +16.6% | -12.6% | -6.6% |
| 1Y | -21.6% | +14.8% | -36.4% | -29.0% |
| 3Y | +14.4% | +33.3% | -18.9% | -8.3% |
| 5Y | +586.8% | +9.1% | +577.7% | +459.6% |
| All | +586.8% | +8.1% | +578.6% | +459.6% |
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