+4.5%
SMCI vs MAS
+59.6%
-55.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -11.5% | +3.6% | -15.1% | -13.3% |
| 30D | -33.6% | +23.8% | -57.4% | -41.6% |
| 3M | -11.7% | +14.4% | -26.1% | -19.1% |
| 6M | -21.4% | +19.7% | -41.2% | -30.4% |
| YTD | -5.1% | +36.0% | -41.0% | -23.1% |
| 1Y | -30.9% | +40.4% | -71.2% | -45.3% |
| 3Y | +4.5% | +58.9% | -54.5% | -42.7% |
| All | +4.5% | +59.6% | -55.1% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling