-37.6%
SMCI vs MA
+24.3%
-61.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.6% | -3.3% |
| 7D | -17.3% | +10.2% | -27.6% | -12.1% |
| 30D | -31.5% | +19.3% | -50.8% | -23.9% |
| 3M | -6.6% | +18.0% | -24.6% | +3.3% |
| 6M | +6.0% | +33.7% | -27.7% | +25.7% |
| YTD | +1.1% | +18.6% | -17.5% | +21.5% |
| 1Y | -37.6% | +22.5% | -60.0% | -24.6% |
| All | -37.6% | +24.3% | -61.8% | -24.6% |
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