+1,061.7%
SMH vs MSI
+468.3%
+593.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.1% |
| 7D | +4.9% | +3.2% | +1.7% | +3.3% |
| 30D | -13.8% | +17.6% | -31.4% | -20.8% |
| 3M | -17.4% | +14.5% | -31.9% | -23.4% |
| 6M | -15.0% | +34.3% | -49.2% | -27.8% |
| YTD | +35.2% | +39.7% | -4.6% | +11.0% |
| 1Y | +41.6% | +40.2% | +1.4% | +16.0% |
| 3Y | +215.6% | +77.1% | +138.5% | +127.1% |
| 5Y | +233.2% | +124.0% | +109.2% | +113.2% |
| 10Y | +1,458.7% | +665.5% | +793.2% | +426.7% |
| All | +1,061.7% | +468.3% | +593.4% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling