+1,385.0%
SMH vs MAS
+214.9%
+1,170.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.2% | +4.4% |
| 7D | -11.2% | +2.4% | -13.6% | -12.4% |
| 30D | -25.8% | +19.8% | -45.6% | -33.1% |
| 3M | -18.8% | +9.8% | -28.7% | -23.6% |
| 6M | -15.6% | +15.8% | -31.4% | -23.7% |
| YTD | +28.8% | +31.8% | -3.0% | +6.5% |
| 1Y | +32.6% | +35.4% | -2.8% | +7.6% |
| 3Y | +213.6% | +59.2% | +154.4% | +122.5% |
| 5Y | +222.4% | +41.2% | +181.2% | +141.3% |
| All | +1,385.0% | +214.9% | +1,170.2% | +610.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling