-37.6%
SMCI vs MOS
-16.2%
-21.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +17.4% | -23.1% | -10.9% |
| 7D | -17.3% | +17.9% | -35.3% | -22.3% |
| 30D | -31.5% | +1.6% | -33.0% | -31.6% |
| 3M | -6.6% | -4.0% | -2.6% | -5.3% |
| 6M | +6.0% | -4.1% | +10.1% | +7.2% |
| YTD | +1.1% | -7.8% | +8.9% | +6.5% |
| 1Y | -37.6% | -15.6% | -22.0% | -30.4% |
| All | -37.6% | -16.2% | -21.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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