+248.8%
XLF vs MA
+518.9%
-270.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.5% | -1.7% | +0.3% | -0.5% |
| 30D | -1.2% | +1.7% | -2.8% | -2.1% |
| 3M | +9.2% | +17.2% | -8.0% | -0.4% |
| 6M | +16.3% | +13.3% | +3.0% | +7.8% |
| YTD | +5.4% | +0.2% | +5.2% | +4.5% |
| 1Y | +7.6% | -2.7% | +10.3% | +8.2% |
| 3Y | +74.2% | +39.1% | +35.1% | +42.5% |
| 5Y | +66.1% | +68.8% | -2.6% | +18.9% |
| All | +248.8% | +518.9% | -270.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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