+719.7%
XLK vs MA
+567.5%
+152.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.8% |
| 7D | +3.4% | +1.3% | +2.1% | +2.5% |
| 30D | -10.6% | +9.6% | -20.2% | -15.7% |
| 3M | -10.6% | +16.8% | -27.4% | -19.2% |
| 6M | -3.5% | +35.2% | -38.7% | -21.2% |
| YTD | +18.7% | +16.6% | +2.1% | +5.5% |
| 1Y | +19.4% | +19.8% | -0.3% | +4.1% |
| 3Y | +94.5% | +70.7% | +23.8% | +32.1% |
| 5Y | +111.2% | +87.4% | +23.8% | +33.4% |
| All | +719.7% | +567.5% | +152.2% | +120.5% |
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