+538.5%
SMCI vs MAS
+39.2%
+499.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.4% |
| 7D | -12.7% | +2.0% | -14.7% | -14.3% |
| 30D | -36.0% | +19.4% | -55.4% | -43.6% |
| 3M | -2.1% | +9.4% | -11.5% | -9.3% |
| 6M | -17.0% | +15.3% | -32.3% | -26.2% |
| YTD | -1.7% | +31.3% | -33.1% | -20.8% |
| 1Y | -28.7% | +34.9% | -63.6% | -43.9% |
| 3Y | +13.9% | +58.6% | -44.7% | -23.2% |
| All | +538.5% | +39.2% | +499.4% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling