+40.4%
SMCI vs MA
+38.6%
+1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +5.2% | -3.5% | +8.7% | +5.8% |
| 30D | +23.7% | +0.8% | +23.0% | +23.4% |
| 3M | -4.2% | +14.8% | -19.0% | -7.7% |
| 6M | +21.7% | +10.0% | +11.7% | +18.6% |
| YTD | +33.0% | -0.1% | +33.1% | +35.6% |
| 1Y | -9.3% | -2.2% | -7.1% | -6.7% |
| All | +40.4% | +38.6% | +1.8% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling