+804.3%
XLK vs MS
+792.2%
+12.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.3% | +1.7% | +0.7% | +1.5% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +4.1% | +3.0% | +1.1% | +2.4% |
| 6M | +34.8% | +35.7% | -0.9% | +15.7% |
| YTD | +30.8% | +23.3% | +7.5% | +17.2% |
| 1Y | +42.4% | +44.7% | -2.3% | +17.7% |
| 3Y | +121.8% | +178.0% | -56.2% | +30.7% |
| 5Y | +146.6% | +143.2% | +3.4% | +52.4% |
| 10Y | +804.3% | +803.2% | +1.1% | +211.5% |
| All | +804.3% | +792.2% | +12.1% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling