+144.9%
XLK vs MS
+145.8%
-0.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.1% |
| 30D | +0.7% | -0.3% | +1.0% | +0.8% |
| 3M | -2.9% | +0.3% | -3.2% | -3.3% |
| 6M | +34.3% | +31.3% | +2.9% | +15.8% |
| YTD | +30.4% | +24.7% | +5.7% | +15.1% |
| 1Y | +43.4% | +47.9% | -4.6% | +15.3% |
| 3Y | +116.8% | +178.3% | -61.5% | +22.1% |
| All | +144.9% | +145.8% | -0.9% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling