+146.6%
XLK vs MA
+66.7%
+79.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.3% | -3.5% | +5.8% | +4.3% |
| 30D | +0.8% | +0.8% | +0.1% | +0.2% |
| 3M | +4.1% | +14.8% | -10.7% | -4.4% |
| 6M | +34.8% | +10.0% | +24.8% | +26.1% |
| YTD | +30.8% | -0.1% | +30.9% | +29.3% |
| 1Y | +42.4% | -2.2% | +44.6% | +42.0% |
| 3Y | +121.8% | +39.3% | +82.5% | +71.8% |
| 5Y | +146.6% | +66.3% | +80.3% | +67.1% |
| All | +146.6% | +66.7% | +79.9% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling