+8.6%
XLF vs MA
-2.1%
+10.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.0% | -3.5% | +2.5% | +0.4% |
| 30D | -1.3% | +0.8% | -2.1% | -1.6% |
| 3M | +9.1% | +14.8% | -5.6% | +2.8% |
| 6M | +14.4% | +10.0% | +4.4% | +9.4% |
| YTD | +5.1% | -0.1% | +5.2% | +5.1% |
| 1Y | +8.6% | -2.2% | +10.9% | +9.0% |
| All | +8.6% | -2.1% | +10.8% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling