+2,252.5%
XLK vs MA
+15,793.6%
-13,541.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +0.9% | -2.7% | +3.6% | +2.0% |
| 30D | +0.7% | +1.5% | -0.8% | -0.1% |
| 3M | -2.9% | +20.4% | -23.4% | -11.1% |
| 6M | +34.3% | +11.1% | +23.1% | +26.8% |
| YTD | +30.4% | +2.0% | +28.4% | +27.5% |
| 1Y | +43.4% | -2.2% | +45.5% | +42.3% |
| 3Y | +116.8% | +41.9% | +74.9% | +81.9% |
| 5Y | +144.0% | +75.4% | +68.7% | +86.2% |
| 10Y | +778.8% | +527.5% | +251.2% | +317.6% |
| All | +2,252.5% | +15,793.6% | -13,541.1% | +413.7% |
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