-14.3%
SMH vs MAS
+22.7%
-37.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.4% | -7.8% | -10.6% |
| 7D | -20.3% | +4.6% | -24.8% | -20.7% |
| 30D | -29.2% | +19.9% | -49.1% | -32.0% |
| 3M | -21.4% | +8.9% | -30.3% | -22.2% |
| 6M | -14.3% | +20.2% | -34.5% | -19.6% |
| All | -14.3% | +22.7% | -37.0% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling