+43.4%
SMH vs MS
+22.2%
+21.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -7.0% | -5.7% |
| 7D | -11.2% | +2.6% | -13.8% | -12.8% |
| 30D | -20.4% | +2.6% | -23.1% | -21.9% |
| 3M | -12.4% | -10.1% | -2.3% | -5.8% |
| 6M | -0.5% | +4.4% | -4.9% | -2.6% |
| YTD | +40.0% | +11.7% | +28.3% | +28.1% |
| 1Y | +43.4% | +20.9% | +22.4% | +21.3% |
| All | +43.4% | +22.2% | +21.2% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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