-37.6%
SMCI vs MOD
-33.0%
-4.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -21.4% | +15.7% | +5.0% |
| 7D | -17.3% | -31.3% | +14.0% | -1.2% |
| 30D | -31.5% | -46.1% | +14.6% | -7.4% |
| 3M | -6.6% | -51.1% | +44.5% | +31.5% |
| 6M | +6.0% | -62.1% | +68.1% | +69.8% |
| YTD | +1.1% | -26.2% | +27.3% | +33.9% |
| 1Y | -37.6% | -32.6% | -5.0% | -16.9% |
| All | -37.6% | -33.0% | -4.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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