+98.4%
XLK vs MA
+68.5%
+30.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +7.0% | -0.5% | +7.5% | +7.2% |
| 30D | -11.5% | +7.9% | -19.4% | -13.4% |
| 3M | -7.9% | +16.8% | -24.7% | -12.3% |
| 6M | -0.6% | +31.0% | -31.6% | -9.6% |
| YTD | +21.1% | +15.0% | +6.1% | +16.8% |
| 1Y | +18.8% | +17.0% | +1.8% | +13.4% |
| All | +98.4% | +68.5% | +30.0% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling