+3,072.4%
SMCI vs MOS
+21.6%
+3,050.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | -11.5% | +24.8% | -36.3% | -17.8% |
| 30D | -33.6% | +22.7% | -56.3% | -38.2% |
| 3M | -11.7% | -1.2% | -10.4% | -12.8% |
| 6M | -21.4% | +5.5% | -27.0% | -23.8% |
| YTD | -5.1% | -2.0% | -3.1% | -5.8% |
| 1Y | -30.9% | -7.9% | -22.9% | -30.4% |
| 3Y | +4.5% | -25.0% | +29.4% | +10.0% |
| 5Y | +534.2% | -27.7% | +561.9% | +545.4% |
| 10Y | +1,062.8% | -1.6% | +1,064.3% | +857.9% |
| All | +3,072.4% | +21.6% | +3,050.7% | +2,106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling