-9.3%
SMCI vs MOS
-17.6%
+8.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | +23.7% | +11.7% | +12.1% | +17.5% |
| 3M | -4.2% | +23.2% | -27.4% | -13.6% |
| 6M | +21.7% | -1.6% | +23.4% | +20.7% |
| YTD | +33.0% | +10.8% | +22.2% | +27.6% |
| 1Y | -9.3% | -16.2% | +6.9% | +0.3% |
| All | -9.3% | -17.6% | +8.3% | +0.3% |
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