+776.9%
XLK vs MSCI
+625.6%
+151.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.8% |
| 7D | -0.4% | -4.7% | +4.3% | +1.9% |
| 30D | -0.5% | -2.2% | +1.7% | +0.4% |
| 3M | +5.0% | -9.7% | +14.7% | +8.6% |
| 6M | +32.9% | +0.3% | +32.6% | +29.8% |
| YTD | +29.0% | -3.5% | +32.5% | +27.6% |
| 1Y | +37.8% | -1.4% | +39.2% | +33.8% |
| 3Y | +118.7% | +6.6% | +112.1% | +97.4% |
| 5Y | +145.6% | -10.9% | +156.5% | +136.1% |
| All | +776.9% | +625.6% | +151.3% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling