+719.7%
XLK vs MS
+549.7%
+169.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | +3.4% | +5.1% | -1.7% | +0.9% |
| 30D | -10.6% | +5.7% | -16.3% | -12.9% |
| 3M | -10.6% | -12.2% | +1.5% | -4.8% |
| 6M | -3.5% | -0.5% | -3.0% | -3.5% |
| YTD | +18.7% | +9.8% | +8.9% | +12.4% |
| 1Y | +19.4% | +17.7% | +1.7% | +9.3% |
| 3Y | +94.5% | +176.8% | -82.4% | +14.4% |
| 5Y | +111.2% | +123.7% | -12.5% | +35.5% |
| All | +719.7% | +549.7% | +169.9% | +222.1% |
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