+968.5%
SMH vs MAS
+708.7%
+259.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.4% | -7.8% | -9.8% |
| 7D | -20.3% | +4.6% | -24.8% | -21.8% |
| 30D | -29.2% | +19.9% | -49.1% | -34.6% |
| 3M | -21.4% | +8.9% | -30.3% | -24.7% |
| 6M | -14.3% | +20.2% | -34.5% | -21.7% |
| YTD | +24.3% | +33.9% | -9.6% | +7.6% |
| 1Y | +24.9% | +34.7% | -9.7% | +7.7% |
| 3Y | +203.5% | +60.4% | +143.2% | +139.4% |
| 5Y | +211.2% | +43.5% | +167.7% | +155.7% |
| 10Y | +1,376.1% | +226.7% | +1,149.4% | +769.0% |
| All | +968.5% | +708.7% | +259.9% | +227.2% |
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 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