+216.7%
SMH vs MAS
+39.2%
+177.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.6% |
| 7D | -11.2% | +2.0% | -13.2% | -12.2% |
| 30D | -25.8% | +19.4% | -45.2% | -32.6% |
| 3M | -18.8% | +9.4% | -28.2% | -23.1% |
| 6M | -15.6% | +15.3% | -30.9% | -23.1% |
| YTD | +28.8% | +31.3% | -2.5% | +7.3% |
| 1Y | +32.6% | +34.9% | -2.3% | +8.4% |
| 3Y | +213.6% | +58.6% | +155.0% | +119.2% |
| All | +216.7% | +39.2% | +177.6% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling