+586.8%
SMCI vs MAS
+44.7%
+542.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.4% |
| 7D | +2.8% | -1.8% | +4.6% | +4.0% |
| 30D | -23.9% | +23.6% | -47.5% | -34.3% |
| 3M | -3.7% | +12.4% | -16.1% | -12.2% |
| 6M | -9.2% | +21.9% | -31.1% | -22.1% |
| YTD | +4.0% | +36.1% | -32.2% | -18.1% |
| 1Y | -21.6% | +39.5% | -61.1% | -39.5% |
| 3Y | +14.4% | +59.1% | -44.7% | -22.8% |
| 5Y | +586.8% | +44.4% | +542.3% | +401.8% |
| All | +586.8% | +44.7% | +542.1% | +401.8% |
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