+96.2%
SMH vs MAS
+1.6%
+94.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | -0.5% | -5.6% | +5.1% | +1.1% |
| 3M | -9.6% | +4.4% | -14.1% | -11.2% |
| 6M | +42.1% | +7.2% | +34.9% | +35.3% |
| YTD | +57.4% | +16.1% | +41.3% | +47.4% |
| 1Y | +96.2% | +0.1% | +96.1% | +89.9% |
| All | +96.2% | +1.6% | +94.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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