+131.4%
MKSI vs XHB
-14.9%
+146.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +0.7% |
| 7D | +2.7% | -4.6% | +7.3% | +6.8% |
| 30D | -12.8% | -9.1% | -3.7% | -5.6% |
| 3M | -22.5% | -8.6% | -14.0% | -16.4% |
| 6M | +19.4% | -4.0% | +23.4% | +22.5% |
| YTD | +67.7% | -3.9% | +71.7% | +71.5% |
| 1Y | +131.4% | -16.5% | +147.9% | +199.0% |
| All | +131.4% | -14.9% | +146.3% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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