+2,041.5%
XLK vs MA
+18,070.6%
-16,029.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.6% |
| 7D | +3.4% | +1.3% | +2.1% | +2.8% |
| 30D | -10.6% | +9.6% | -20.2% | -14.3% |
| 3M | -10.6% | +16.8% | -27.4% | -16.9% |
| 6M | -3.5% | +35.2% | -38.7% | -16.4% |
| YTD | +18.7% | +16.6% | +2.1% | +9.2% |
| 1Y | +19.4% | +19.8% | -0.3% | +8.4% |
| 3Y | +94.5% | +70.7% | +23.8% | +50.0% |
| 5Y | +111.2% | +87.4% | +23.8% | +56.4% |
| 10Y | +707.2% | +570.0% | +137.2% | +269.3% |
| All | +2,041.5% | +18,070.6% | -16,029.2% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling