+327.2%
SMH vs MOH
-19.7%
+346.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.4% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | -2.8% | -0.9% | -1.9% | -2.8% |
| 3M | -6.7% | +5.7% | -12.4% | -7.0% |
| 6M | +41.8% | +39.1% | +2.6% | +40.1% |
| YTD | +57.9% | +17.7% | +40.2% | +56.3% |
| 1Y | +87.6% | +8.4% | +79.3% | +86.2% |
| 3Y | +282.9% | -36.6% | +319.5% | +281.6% |
| All | +327.2% | -19.7% | +346.9% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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