+93.4%
SMH vs MS
+48.4%
+45.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +4.3% | +1.7% | +2.7% | +3.1% |
| 30D | +0.9% | 0.0% | +0.8% | +0.8% |
| 3M | -2.8% | +3.0% | -5.8% | -4.9% |
| 6M | +45.6% | +35.7% | +9.9% | +19.7% |
| YTD | +59.5% | +23.3% | +36.2% | +37.3% |
| 1Y | +93.4% | +44.7% | +48.8% | +49.5% |
| All | +93.4% | +48.4% | +45.1% | +49.5% |
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