+211.1%
SMH vs MAS
+53.3%
+157.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.2% | +4.2% |
| 7D | -11.2% | +2.4% | -13.6% | -12.0% |
| 30D | -25.8% | +19.8% | -45.6% | -30.9% |
| 3M | -18.8% | +9.8% | -28.7% | -22.0% |
| 6M | -15.6% | +15.8% | -31.4% | -21.3% |
| YTD | +28.8% | +31.8% | -3.0% | +11.9% |
| 1Y | +32.6% | +35.4% | -2.8% | +13.5% |
| All | +211.1% | +53.3% | +157.8% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling