-14.9%
SMCI vs MA
-2.3%
-12.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.2% |
| 7D | -1.3% | -3.5% | +2.2% | -3.0% |
| 30D | +18.3% | +0.7% | +17.6% | +18.7% |
| 3M | +27.7% | +15.8% | +11.9% | +35.5% |
| 6M | +17.6% | +10.2% | +7.4% | +25.4% |
| YTD | +27.7% | -0.5% | +28.2% | +36.0% |
| 1Y | -14.9% | -1.8% | -13.1% | -8.1% |
| All | -14.9% | -2.3% | -12.6% | -8.1% |
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