+1,469.9%
SMH vs MOD
+1,005.7%
+464.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.8% | +2.4% |
| 7D | -4.1% | -13.9% | +9.8% | -0.8% |
| 30D | -19.2% | -41.5% | +22.3% | -7.3% |
| 3M | -16.4% | -45.7% | +29.4% | -2.5% |
| 6M | -14.0% | -61.1% | +47.1% | +9.0% |
| YTD | +35.3% | -20.5% | +55.8% | +40.7% |
| 1Y | +40.4% | -32.1% | +72.6% | +50.9% |
| 3Y | +226.8% | +146.5% | +80.4% | +146.9% |
| 5Y | +232.3% | +812.7% | -580.4% | +81.7% |
| 10Y | +1,469.9% | +966.8% | +503.1% | +738.1% |
| All | +1,469.9% | +1,005.7% | +464.2% | +738.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling