+1,469.9%
SMH vs MS
+614.4%
+855.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +1.9% | +3.2% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | -19.2% | -0.9% | -18.3% | -18.6% |
| 3M | -16.4% | -13.0% | -3.4% | -8.9% |
| 6M | -14.0% | -2.0% | -12.0% | -12.7% |
| YTD | +35.3% | +7.8% | +27.6% | +29.1% |
| 1Y | +40.4% | +17.9% | +22.6% | +27.1% |
| 3Y | +226.8% | +174.8% | +52.1% | +77.4% |
| 5Y | +232.3% | +119.9% | +112.5% | +103.0% |
| 10Y | +1,469.9% | +578.8% | +891.1% | +501.0% |
| All | +1,469.9% | +614.4% | +855.5% | +501.0% |
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