+65.5%
XLF vs MA
+70.4%
-4.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.6% |
| 7D | +0.2% | -1.8% | +1.9% | +1.1% |
| 30D | -0.5% | +1.4% | -1.9% | -1.3% |
| 3M | +10.6% | +17.7% | -7.1% | +1.1% |
| 6M | +14.3% | +9.7% | +4.6% | +8.2% |
| YTD | +5.5% | +0.5% | +5.0% | +4.6% |
| 1Y | +9.6% | -2.1% | +11.6% | +10.0% |
| 3Y | +75.2% | +40.1% | +35.1% | +44.9% |
| 5Y | +65.5% | +67.5% | -2.0% | +22.3% |
| All | +65.5% | +70.4% | -4.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling