+118.9%
XLK vs MSCI
+8.1%
+110.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.9% |
| 7D | -1.2% | -1.9% | +0.7% | -0.4% |
| 30D | -11.2% | +16.5% | -27.7% | -16.6% |
| 3M | -6.2% | +18.2% | -24.4% | -12.7% |
| 6M | -1.7% | +14.0% | -15.7% | -8.4% |
| YTD | +21.5% | +16.6% | +5.0% | +11.2% |
| 1Y | +19.6% | +14.8% | +4.8% | +10.1% |
| 3Y | +97.9% | +33.3% | +64.7% | +62.9% |
| 5Y | +118.9% | +9.1% | +109.8% | +91.8% |
| All | +118.9% | +8.1% | +110.8% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling