+279.8%
SMH vs MOS
-25.5%
+305.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +2.5% | +9.5% | -7.0% | +0.6% |
| 30D | -0.5% | +10.4% | -10.9% | -2.6% |
| 3M | -9.6% | +12.9% | -22.5% | -12.3% |
| 6M | +42.1% | +1.2% | +40.8% | +39.6% |
| YTD | +57.4% | +9.3% | +48.1% | +51.2% |
| 1Y | +96.2% | -18.0% | +114.2% | +102.0% |
| All | +279.8% | -25.5% | +305.3% | +272.0% |
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