-8.8%
SMCI vs MOH
+4.9%
-13.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +7.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.3% |
| 30D | +6.6% | -0.9% | +7.5% | +6.7% |
| 3M | +25.4% | +5.7% | +19.7% | +25.1% |
| 6M | +26.1% | +39.1% | -13.0% | +26.4% |
| YTD | +37.0% | +17.7% | +19.3% | +34.3% |
| 1Y | -8.8% | +8.4% | -17.1% | -4.2% |
| All | -8.8% | +4.9% | -13.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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