-28.8%
SMCI vs MAS
+38.6%
-67.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -11.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | -30.9% | +21.6% | -52.5% | -37.2% |
| 3M | -28.2% | +14.1% | -42.4% | -32.8% |
| 6M | -17.7% | +22.6% | -40.3% | -27.0% |
| YTD | -7.8% | +35.4% | -43.2% | -24.6% |
| 1Y | -28.8% | +37.5% | -66.3% | -42.0% |
| All | -28.8% | +38.6% | -67.4% | -42.0% |
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