-23.4%
SMCI vs MOS
-11.3%
-12.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.7% |
| 7D | -6.6% | -2.0% | -4.6% | -5.9% |
| 30D | -24.9% | +15.3% | -40.2% | -28.5% |
| 3M | -31.4% | +1.5% | -32.9% | -31.5% |
| 6M | -16.0% | -2.0% | -14.1% | -15.7% |
| YTD | -8.2% | -6.5% | -1.7% | -1.9% |
| 1Y | -23.4% | -11.1% | -12.4% | -17.3% |
| All | -23.4% | -11.3% | -12.1% | -17.3% |
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