+32.9%
XLV vs MA
+24.3%
+8.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.9% | +2.1% |
| 7D | +5.5% | +10.2% | -4.7% | +3.2% |
| 30D | +13.3% | +19.3% | -6.0% | +9.0% |
| 3M | +17.4% | +18.0% | -0.5% | +13.2% |
| 6M | +32.1% | +33.7% | -1.6% | +24.2% |
| YTD | +24.0% | +18.6% | +5.4% | +20.3% |
| 1Y | +32.9% | +22.5% | +10.4% | +27.6% |
| All | +32.9% | +24.3% | +8.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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