+1,776.0%
SMCI vs MOD
+1,504.3%
+271.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +9.7% | +6.3% | +3.3% | +7.4% |
| 30D | +29.3% | -1.7% | +31.0% | +29.9% |
| 3M | -8.5% | -30.1% | +21.6% | +3.8% |
| 6M | +28.6% | +2.7% | +25.9% | +29.1% |
| YTD | +37.5% | +44.1% | -6.5% | +22.2% |
| 1Y | +0.5% | +38.7% | -38.2% | -10.7% |
| 3Y | +43.4% | +309.8% | -266.3% | -3.7% |
| 5Y | +1,008.2% | +1,569.7% | -561.5% | +446.0% |
| 10Y | +1,776.0% | +1,520.5% | +255.6% | +712.0% |
| All | +1,776.0% | +1,504.3% | +271.8% | +712.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling