+1,409.3%
MKSI vs XHB
+161.2%
+1,248.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +0.9% |
| 7D | +2.7% | -4.6% | +7.3% | +6.4% |
| 30D | -12.8% | -9.1% | -3.7% | -6.4% |
| 3M | -22.5% | -8.6% | -14.0% | -17.3% |
| 6M | +19.4% | -4.0% | +23.4% | +23.3% |
| YTD | +67.7% | -3.9% | +71.7% | +72.6% |
| 1Y | +131.4% | -16.5% | +147.9% | +164.5% |
| 3Y | +197.3% | +22.6% | +174.8% | +164.3% |
| 5Y | +87.0% | +33.9% | +53.0% | +59.2% |
| 10Y | +522.1% | +213.0% | +309.1% | +205.6% |
| All | +1,409.3% | +161.2% | +1,248.1% | +493.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling