+1,803.3%
SMH vs MS
+803.8%
+999.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | +5.2% | +2.5% | +2.8% | +3.7% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -4.1% | +2.4% | -6.5% | -5.5% |
| 6M | +50.8% | +36.4% | +14.4% | +25.4% |
| YTD | +59.3% | +23.8% | +35.5% | +39.6% |
| 1Y | +94.1% | +48.6% | +45.5% | +52.7% |
| 3Y | +286.7% | +179.1% | +107.6% | +107.3% |
| 5Y | +339.4% | +144.8% | +194.6% | +151.3% |
| 10Y | +1,803.3% | +794.2% | +1,009.1% | +470.9% |
| All | +1,803.3% | +803.8% | +999.5% | +470.9% |
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