+213.6%
SMH vs MOS
-26.6%
+240.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -11.2% | +21.6% | -32.8% | -14.7% |
| 30D | -25.8% | +12.0% | -37.7% | -27.5% |
| 3M | -18.8% | -3.9% | -14.9% | -18.5% |
| 6M | -15.6% | -3.3% | -12.3% | -15.8% |
| YTD | +28.8% | -4.6% | +33.5% | +26.8% |
| 1Y | +32.6% | -7.0% | +39.5% | +30.7% |
| 3Y | +213.6% | -24.4% | +238.1% | +210.7% |
| All | +213.6% | -26.6% | +240.2% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling