+226.7%
XLF vs MA
+15,793.6%
-15,566.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.5% |
| 30D | +0.2% | +1.5% | -1.4% | -0.7% |
| 3M | +11.7% | +20.4% | -8.7% | +0.4% |
| 6M | +13.8% | +11.1% | +2.7% | +6.6% |
| YTD | +7.0% | +2.0% | +5.0% | +5.0% |
| 1Y | +9.1% | -2.2% | +11.3% | +9.4% |
| 3Y | +75.6% | +41.9% | +33.7% | +42.1% |
| 5Y | +66.4% | +75.4% | -8.9% | +16.7% |
| 10Y | +250.3% | +527.5% | -277.3% | +15.1% |
| All | +226.7% | +15,793.6% | -15,566.8% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling