+1,103.5%
SMH vs MAS
+737.5%
+366.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.4% | -5.0% |
| 7D | -11.2% | +14.2% | -25.3% | -16.2% |
| 30D | -20.4% | +26.8% | -47.3% | -28.3% |
| 3M | -12.4% | +13.1% | -25.5% | -17.5% |
| 6M | -0.5% | +27.9% | -28.4% | -11.5% |
| YTD | +40.0% | +38.7% | +1.4% | +19.3% |
| 1Y | +43.4% | +40.4% | +3.0% | +21.3% |
| 3Y | +241.9% | +66.1% | +175.8% | +165.5% |
| 5Y | +253.2% | +47.4% | +205.8% | +186.6% |
| 10Y | +1,562.5% | +238.3% | +1,324.2% | +863.5% |
| All | +1,103.5% | +737.5% | +366.0% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling