+1,587.2%
XLK vs MSCI
+3,191.3%
-1,604.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | +3.4% | +3.0% | +0.4% | +2.2% |
| 30D | -10.6% | +17.8% | -28.4% | -16.3% |
| 3M | -10.6% | +15.2% | -25.8% | -15.8% |
| 6M | -3.5% | +16.5% | -20.0% | -10.5% |
| YTD | +18.7% | +16.4% | +2.3% | +9.4% |
| 1Y | +19.4% | +16.8% | +2.6% | +9.8% |
| 3Y | +94.5% | +35.8% | +58.7% | +64.4% |
| 5Y | +111.2% | +7.0% | +104.2% | +92.7% |
| 10Y | +707.2% | +818.6% | -111.4% | +241.9% |
| All | +1,587.2% | +3,191.3% | -1,604.1% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling