+1,803.3%
SMH vs MOS
+11.1%
+1,792.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | +5.2% | +7.1% | -1.8% | +3.4% |
| 30D | -1.5% | +15.0% | -16.6% | -5.1% |
| 3M | -4.1% | +24.1% | -28.2% | -9.6% |
| 6M | +50.8% | +2.7% | +48.0% | +47.6% |
| YTD | +59.3% | +12.2% | +47.1% | +51.7% |
| 1Y | +94.1% | -16.3% | +110.4% | +98.3% |
| 3Y | +286.7% | -23.3% | +310.0% | +293.2% |
| 5Y | +339.4% | -4.2% | +343.6% | +300.3% |
| 10Y | +1,803.3% | +12.6% | +1,790.7% | +1,441.4% |
| All | +1,803.3% | +11.1% | +1,792.2% | +1,441.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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