+20.7%
XLK vs MSI
+28.6%
-7.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -7.6% | +2.8% | -10.4% | -7.3% |
| 30D | -12.2% | +9.1% | -21.3% | -11.4% |
| 3M | -5.5% | +12.5% | -18.0% | -4.4% |
| 6M | +9.2% | +14.2% | -5.0% | +10.7% |
| YTD | +23.0% | +30.7% | -7.7% | +21.4% |
| 1Y | +20.7% | +27.5% | -6.8% | +27.7% |
| All | +20.7% | +28.6% | -7.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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