+233.7%
SMH vs MOS
-33.6%
+267.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | +4.9% | -2.0% | +6.9% | +5.3% |
| 30D | -13.8% | +15.3% | -29.1% | -16.8% |
| 3M | -17.4% | +1.5% | -18.9% | -18.3% |
| 6M | -15.0% | -2.0% | -13.0% | -15.6% |
| YTD | +35.2% | -6.5% | +41.7% | +33.6% |
| 1Y | +41.6% | -11.1% | +52.7% | +41.2% |
| 3Y | +215.6% | -30.3% | +245.9% | +223.9% |
| All | +233.7% | -33.6% | +267.3% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling