+4,419.4%
SMCI vs MA
+5,851.0%
-1,431.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.7% | +5.1% |
| 7D | +6.8% | -2.7% | +9.5% | +8.1% |
| 30D | +30.6% | +1.5% | +29.0% | +29.2% |
| 3M | -15.6% | +20.4% | -36.0% | -23.9% |
| 6M | +21.3% | +11.1% | +10.1% | +12.7% |
| YTD | +35.3% | +2.0% | +33.3% | +30.9% |
| 1Y | -2.7% | -2.2% | -0.6% | -4.4% |
| 3Y | +40.3% | +41.9% | -1.6% | +13.0% |
| 5Y | +941.8% | +75.4% | +866.5% | +656.6% |
| 10Y | +1,687.4% | +527.5% | +1,159.8% | +613.8% |
| All | +4,419.4% | +5,851.0% | -1,431.6% | +736.6% |
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 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