+2,970.9%
SMCI vs MSCI
+3,191.3%
-220.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -1.0% |
| 7D | -6.6% | +3.0% | -9.6% | -7.7% |
| 30D | -24.9% | +17.8% | -42.7% | -30.2% |
| 3M | -31.4% | +15.2% | -46.6% | -35.8% |
| 6M | -16.0% | +16.5% | -32.5% | -22.9% |
| YTD | -8.2% | +16.4% | -24.6% | -16.6% |
| 1Y | -23.4% | +16.8% | -40.2% | -30.6% |
| 3Y | +5.0% | +35.8% | -30.7% | -12.8% |
| 5Y | +515.0% | +7.0% | +508.0% | +459.0% |
| 10Y | +953.7% | +818.6% | +135.1% | +287.0% |
| All | +2,970.9% | +3,191.3% | -220.4% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling