+1,487.3%
SMH vs MS
+576.8%
+910.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -6.7% | +0.8% | -7.5% | -7.0% |
| 30D | -19.8% | -0.7% | -19.1% | -19.3% |
| 3M | -15.1% | -12.4% | -2.7% | -7.9% |
| 6M | -14.6% | -1.7% | -12.9% | -13.5% |
| YTD | +34.3% | +8.0% | +26.2% | +27.9% |
| 1Y | +35.2% | +16.2% | +19.0% | +23.3% |
| 3Y | +211.7% | +171.3% | +40.4% | +70.0% |
| 5Y | +240.5% | +124.8% | +115.7% | +105.1% |
| 10Y | +1,487.3% | +553.7% | +933.7% | +481.4% |
| All | +1,487.3% | +576.8% | +910.5% | +481.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling