+4,495.9%
SMCI vs MSI
+762.2%
+3,733.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +9.7% | -5.8% | +15.4% | +12.2% |
| 30D | +29.3% | -1.0% | +30.3% | +29.7% |
| 3M | -8.5% | +14.2% | -22.6% | -14.1% |
| 6M | +28.6% | +1.0% | +27.5% | +26.2% |
| YTD | +37.5% | +21.5% | +16.1% | +24.6% |
| 1Y | +0.5% | -2.1% | +2.7% | -0.6% |
| 3Y | +43.4% | +69.3% | -25.9% | +11.1% |
| 5Y | +1,008.2% | +99.3% | +908.9% | +694.4% |
| 10Y | +1,776.0% | +595.0% | +1,181.0% | +673.9% |
| All | +4,495.9% | +762.2% | +3,733.7% | +1,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling