+921.6%
SMCI vs MSI
+100.4%
+821.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.3% |
| 7D | -1.3% | -1.8% | +0.5% | -0.6% |
| 30D | +18.3% | -0.6% | +18.9% | +18.4% |
| 3M | +27.7% | +13.0% | +14.7% | +20.5% |
| 6M | +17.6% | +0.5% | +17.1% | +16.7% |
| YTD | +27.7% | +21.7% | +6.0% | +14.6% |
| 1Y | -14.9% | -2.6% | -12.3% | -14.4% |
| 3Y | +33.2% | +69.7% | -36.5% | -8.8% |
| 5Y | +921.6% | +102.8% | +818.8% | +502.1% |
| All | +921.6% | +100.4% | +821.1% | +502.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling