+19.4%
XLK vs MA
+18.9%
+0.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | +3.4% | +1.3% | +2.1% | +3.5% |
| 30D | -10.6% | +9.6% | -20.2% | -9.4% |
| 3M | -10.6% | +16.8% | -27.4% | -8.8% |
| 6M | -3.5% | +35.2% | -38.7% | -0.6% |
| YTD | +18.7% | +16.6% | +2.1% | +23.8% |
| 1Y | +19.4% | +19.8% | -0.3% | +24.6% |
| All | +19.4% | +18.9% | +0.6% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling