+1,770.3%
SMCI vs MSI
+605.3%
+1,165.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +6.6% | -0.8% | +7.4% | +6.8% |
| 3M | +25.4% | +13.9% | +11.5% | +18.1% |
| 6M | +26.1% | +1.3% | +24.8% | +24.1% |
| YTD | +37.0% | +22.3% | +14.7% | +23.9% |
| 1Y | -8.8% | -3.9% | -4.9% | -8.6% |
| 3Y | +44.6% | +69.9% | -25.3% | +9.8% |
| 5Y | +995.9% | +103.8% | +892.1% | +656.4% |
| All | +1,770.3% | +605.3% | +1,165.1% | +759.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling