+20.7%
XLK vs MS
+22.2%
-1.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -2.2% |
| 7D | -7.6% | +2.6% | -10.2% | -8.8% |
| 30D | -12.2% | +2.6% | -14.8% | -13.4% |
| 3M | -5.5% | -10.1% | +4.6% | -0.3% |
| 6M | +9.2% | +4.4% | +4.8% | +6.8% |
| YTD | +23.0% | +11.7% | +11.3% | +15.0% |
| 1Y | +20.7% | +20.9% | -0.2% | +6.9% |
| All | +20.7% | +22.2% | -1.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling