+1,336.5%
XLK vs MS
+948.0%
+388.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.7% |
| 7D | -1.9% | +0.7% | -2.7% | -2.1% |
| 30D | -14.0% | -0.9% | -13.1% | -13.7% |
| 3M | -9.0% | -13.0% | +4.0% | -4.7% |
| 6M | -2.4% | -2.0% | -0.4% | -1.8% |
| YTD | +19.1% | +7.8% | +11.3% | +15.9% |
| 1Y | +19.2% | +17.9% | +1.4% | +12.6% |
| 3Y | +99.1% | +174.8% | -75.7% | +41.9% |
| 5Y | +112.0% | +119.9% | -7.9% | +61.4% |
| 10Y | +699.4% | +578.8% | +120.6% | +314.7% |
| All | +1,336.5% | +948.0% | +388.6% | +280.4% |
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