+1,365.8%
XLK vs MS
+967.7%
+398.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -11.2% | +0.9% | -12.1% | -11.4% |
| 3M | -6.2% | -10.8% | +4.6% | -2.6% |
| 6M | -1.7% | +0.9% | -2.7% | -2.1% |
| YTD | +21.5% | +9.8% | +11.7% | +17.5% |
| 1Y | +19.6% | +17.1% | +2.5% | +13.3% |
| 3Y | +97.9% | +175.7% | -77.8% | +40.9% |
| 5Y | +118.9% | +125.9% | -7.0% | +65.2% |
| 10Y | +726.5% | +556.2% | +170.4% | +333.1% |
| All | +1,365.8% | +967.7% | +398.1% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling