+216.7%
SMH vs MS
+111.6%
+105.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +4.0% |
| 7D | -11.2% | -1.6% | -9.7% | -10.1% |
| 30D | -25.8% | -3.8% | -22.0% | -23.6% |
| 3M | -18.8% | -14.6% | -4.2% | -9.3% |
| 6M | -15.6% | -5.1% | -10.5% | -12.3% |
| YTD | +28.8% | +4.5% | +24.3% | +24.3% |
| 1Y | +32.6% | +13.5% | +19.0% | +20.7% |
| 3Y | +213.6% | +160.4% | +53.2% | +55.8% |
| All | +216.7% | +111.6% | +105.1% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling