-2.7%
SMCI vs MA
-1.7%
-1.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.7% | +4.0% |
| 7D | +6.8% | -2.7% | +9.5% | +5.4% |
| 30D | +30.6% | +1.5% | +29.0% | +31.7% |
| 3M | -15.6% | +20.4% | -36.0% | -8.9% |
| 6M | +21.3% | +11.1% | +10.1% | +31.2% |
| YTD | +35.3% | +2.0% | +33.3% | +45.6% |
| 1Y | -2.7% | -2.2% | -0.6% | +6.3% |
| All | -2.7% | -1.7% | -1.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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