-2.7%
SMCI vs MAS
+1.6%
-4.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.7% |
| 7D | +6.8% | -0.8% | +7.5% | +7.1% |
| 30D | +30.6% | -5.6% | +36.1% | +33.8% |
| 3M | -15.6% | +4.4% | -20.0% | -18.1% |
| 6M | +21.3% | +7.2% | +14.1% | +12.6% |
| YTD | +35.3% | +16.1% | +19.1% | +23.9% |
| 1Y | -2.7% | +0.1% | -2.8% | -15.3% |
| All | -2.7% | +1.6% | -4.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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