+788.5%
XLK vs MA
+518.9%
+269.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +0.2% | -1.7% | +1.9% | +1.3% |
| 30D | -0.6% | +1.7% | -2.3% | -1.9% |
| 3M | +2.6% | +17.2% | -14.6% | -7.9% |
| 6M | +34.0% | +13.3% | +20.6% | +21.9% |
| YTD | +30.7% | +0.2% | +30.5% | +27.9% |
| 1Y | +39.2% | -2.7% | +41.9% | +38.2% |
| 3Y | +120.4% | +39.1% | +81.4% | +70.8% |
| 5Y | +148.8% | +68.8% | +80.0% | +67.1% |
| All | +788.5% | +518.9% | +269.6% | +161.2% |
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