+84.3%
MKSI vs XYL
-16.2%
+100.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +2.7% | +1.2% | +1.5% | +1.6% |
| 30D | -12.8% | -11.9% | -0.9% | -3.0% |
| 3M | -22.5% | -1.5% | -21.0% | -23.3% |
| 6M | +19.4% | -11.9% | +31.3% | +30.7% |
| YTD | +67.7% | -20.6% | +88.3% | +98.9% |
| 1Y | +131.4% | -23.5% | +154.9% | +185.7% |
| 3Y | +197.3% | +14.9% | +182.5% | +163.5% |
| All | +84.3% | -16.2% | +100.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling