+120.7%
XLK vs MA
+38.6%
+82.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | -3.5% | +5.8% | +3.5% |
| 30D | +0.8% | +0.8% | +0.1% | +0.4% |
| 3M | +4.1% | +14.8% | -10.7% | -1.7% |
| 6M | +34.8% | +10.0% | +24.8% | +29.3% |
| YTD | +30.8% | -0.1% | +30.9% | +31.5% |
| 1Y | +42.4% | -2.2% | +44.6% | +44.5% |
| All | +120.7% | +38.6% | +82.1% | +80.7% |
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