-23.4%
SMCI vs MOD
-6.2%
-17.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -12.9% |
| 7D | -6.6% | +40.4% | -47.0% | -22.3% |
| 30D | -24.9% | -14.0% | -10.9% | -20.4% |
| 3M | -31.4% | -33.3% | +2.0% | -18.0% |
| 6M | -16.0% | -51.4% | +35.4% | +16.8% |
| YTD | -8.2% | +1.6% | -9.8% | +4.6% |
| 1Y | -23.4% | +5.4% | -28.8% | -13.8% |
| All | -23.4% | -6.2% | -17.3% | -13.8% |
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