+328.5%
SMH vs MS
+145.3%
+183.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +2.5% | +1.4% | +1.1% | +1.5% |
| 30D | -0.5% | -0.3% | -0.2% | -0.4% |
| 3M | -9.6% | +0.3% | -9.9% | -9.8% |
| 6M | +42.1% | +31.3% | +10.7% | +17.8% |
| YTD | +57.4% | +24.7% | +32.8% | +34.4% |
| 1Y | +96.2% | +47.9% | +48.3% | +48.8% |
| 3Y | +267.9% | +178.3% | +89.6% | +76.9% |
| All | +328.5% | +145.3% | +183.3% | +113.3% |
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