+32.6%
SMH vs MOS
-11.3%
+43.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -11.2% | +21.6% | -32.8% | -12.4% |
| 30D | -25.8% | +12.0% | -37.7% | -26.2% |
| 3M | -18.8% | -3.9% | -14.9% | -18.1% |
| 6M | -15.6% | -3.3% | -12.3% | -15.6% |
| YTD | +28.8% | -4.6% | +33.5% | +30.8% |
| 1Y | +32.6% | -7.0% | +39.5% | +34.9% |
| All | +32.6% | -11.3% | +43.9% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling