-28.7%
SMCI vs MAS
+32.5%
-61.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.8% |
| 7D | -12.7% | +2.4% | -15.1% | -13.8% |
| 30D | -36.0% | +19.8% | -55.8% | -41.6% |
| 3M | -2.1% | +9.8% | -12.0% | -7.0% |
| 6M | -17.0% | +15.8% | -32.8% | -24.3% |
| YTD | -1.7% | +31.8% | -33.6% | -18.4% |
| 1Y | -28.7% | +35.4% | -64.1% | -41.1% |
| All | -28.7% | +32.5% | -61.2% | -41.1% |
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