+229.0%
XLF vs MA
+18,006.0%
-17,777.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | +1.9% | +1.8% | +0.1% | +0.9% |
| 30D | +6.5% | +11.8% | -5.3% | 0.0% |
| 3M | +1.2% | +17.2% | -16.0% | -7.5% |
| 6M | +14.6% | +33.4% | -18.8% | -2.9% |
| YTD | +7.7% | +16.1% | -8.4% | -1.8% |
| 1Y | +11.8% | +19.9% | -8.1% | -0.1% |
| 3Y | +80.1% | +70.1% | +10.0% | +31.7% |
| 5Y | +59.0% | +89.6% | -30.6% | +7.2% |
| 10Y | +224.2% | +568.4% | -344.2% | +2.8% |
| All | +229.0% | +18,006.0% | -17,777.1% | -68.0% |
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 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