-8.8%
SMCI vs MSI
-2.0%
-6.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.3% |
| 7D | +1.3% | -0.4% | +1.7% | +1.2% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | +25.4% | +13.9% | +11.5% | +28.2% |
| 6M | +26.1% | +1.3% | +24.8% | +31.0% |
| YTD | +37.0% | +22.3% | +14.7% | +40.3% |
| 1Y | -8.8% | -3.9% | -4.9% | +1.7% |
| All | -8.8% | -2.0% | -6.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling