+1,837.0%
SMH vs MSI
+595.8%
+1,241.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +4.3% | -4.0% | +8.3% | +6.6% |
| 30D | +0.9% | -0.5% | +1.3% | +0.8% |
| 3M | -2.8% | +11.4% | -14.2% | -9.3% |
| 6M | +45.6% | +1.0% | +44.6% | +42.0% |
| YTD | +59.5% | +20.7% | +38.8% | +39.2% |
| 1Y | +93.4% | -2.7% | +96.1% | +90.9% |
| 3Y | +287.1% | +68.2% | +218.9% | +169.8% |
| 5Y | +338.0% | +100.0% | +238.1% | +172.6% |
| All | +1,837.0% | +595.8% | +1,241.2% | +575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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