+42.7%
MKSI vs XLRE
+14.1%
+28.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -4.5% |
| 7D | -10.7% | +7.1% | -17.8% | -10.0% |
| 30D | -30.5% | +10.9% | -41.4% | -30.2% |
| 3M | -39.2% | +0.7% | -39.9% | -38.5% |
| 6M | -33.0% | +4.1% | -37.1% | -34.2% |
| YTD | +22.3% | +14.5% | +7.8% | +13.9% |
| 1Y | +42.7% | +14.1% | +28.6% | +33.3% |
| All | +42.7% | +14.1% | +28.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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