+1,477.5%
XLK vs MSI
+805.8%
+671.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.3% | -5.8% | +8.1% | +4.7% |
| 30D | -0.1% | -1.0% | +0.9% | +0.2% |
| 3M | +2.1% | +14.2% | -12.0% | -3.8% |
| 6M | +37.2% | +1.0% | +36.1% | +34.8% |
| YTD | +30.8% | +21.5% | +9.3% | +18.8% |
| 1Y | +42.6% | -2.1% | +44.7% | +40.9% |
| 3Y | +121.8% | +69.3% | +52.5% | +74.1% |
| 5Y | +145.7% | +99.3% | +46.4% | +80.3% |
| 10Y | +782.1% | +595.0% | +187.1% | +289.2% |
| All | +1,477.5% | +805.8% | +671.7% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling