+752.9%
MKSI vs XLRE
+109.5%
+643.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | +2.7% | -1.2% | +3.9% | +3.8% |
| 30D | -12.8% | -2.4% | -10.4% | -11.0% |
| 3M | -22.5% | -2.5% | -20.0% | -21.8% |
| 6M | +19.4% | +4.0% | +15.4% | +13.4% |
| YTD | +67.7% | +9.3% | +58.4% | +52.2% |
| 1Y | +131.4% | +5.6% | +125.8% | +116.6% |
| 3Y | +197.3% | +31.3% | +166.0% | +130.2% |
| 5Y | +87.0% | +9.5% | +77.4% | +71.0% |
| 10Y | +522.1% | +89.0% | +433.1% | +290.4% |
| All | +752.9% | +109.5% | +643.4% | +431.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling