+1,253.2%
SMH vs MSI
+399.4%
+853.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | +2.5% | -3.7% | +6.2% | +4.4% |
| 30D | -0.5% | +6.8% | -7.3% | -4.2% |
| 3M | -9.6% | +14.3% | -23.9% | -16.3% |
| 6M | +42.1% | -1.6% | +43.6% | +40.5% |
| YTD | +57.4% | +22.8% | +34.7% | +38.6% |
| 1Y | +96.2% | -1.1% | +97.3% | +91.8% |
| 3Y | +267.9% | +70.5% | +197.5% | +170.7% |
| 5Y | +327.7% | +102.8% | +224.9% | +188.9% |
| 10Y | +1,764.6% | +597.4% | +1,167.2% | +563.1% |
| All | +1,253.2% | +399.4% | +853.8% | +266.0% |
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