+286.7%
SMH vs MSI
+69.3%
+217.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +5.2% | -5.8% | +11.0% | +6.9% |
| 30D | -1.5% | -1.0% | -0.6% | -1.4% |
| 3M | -4.1% | +14.2% | -18.2% | -8.3% |
| 6M | +50.8% | +1.0% | +49.7% | +50.1% |
| YTD | +59.3% | +21.5% | +37.8% | +44.8% |
| 1Y | +94.1% | -2.1% | +96.2% | +96.9% |
| 3Y | +286.7% | +69.3% | +217.4% | +188.9% |
| All | +286.7% | +69.3% | +217.4% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling