+20.7%
XLK vs MSCI
+17.3%
+3.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | +0.2% |
| 7D | -7.6% | +11.5% | -19.1% | -7.2% |
| 30D | -12.2% | +22.1% | -34.2% | -11.7% |
| 3M | -5.5% | +18.4% | -23.9% | -5.0% |
| 6M | +9.2% | +16.6% | -7.5% | +9.1% |
| YTD | +23.0% | +18.8% | +4.2% | +24.4% |
| 1Y | +20.7% | +19.0% | +1.7% | +22.5% |
| All | +20.7% | +17.3% | +3.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling