+2,967.4%
SMCI vs MA
+6,703.6%
-3,736.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -1.1% |
| 7D | -6.6% | +1.3% | -7.9% | -7.1% |
| 30D | -24.9% | +9.6% | -34.5% | -28.4% |
| 3M | -31.4% | +16.8% | -48.2% | -36.8% |
| 6M | -16.0% | +35.2% | -51.2% | -29.0% |
| YTD | -8.2% | +16.6% | -24.8% | -17.2% |
| 1Y | -23.4% | +19.8% | -43.2% | -32.0% |
| 3Y | +5.0% | +70.7% | -65.7% | -23.3% |
| 5Y | +515.0% | +87.4% | +427.6% | +332.2% |
| 10Y | +953.7% | +570.0% | +383.7% | +303.7% |
| All | +2,967.4% | +6,703.6% | -3,736.2% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling