+1,206.9%
MKSI vs XYL
+456.4%
+750.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +2.7% | +1.2% | +1.5% | +1.8% |
| 30D | -12.8% | -11.9% | -0.9% | -4.6% |
| 3M | -22.5% | -1.5% | -21.0% | -22.8% |
| 6M | +19.4% | -11.9% | +31.3% | +29.2% |
| YTD | +67.7% | -20.6% | +88.3% | +94.0% |
| 1Y | +131.4% | -23.5% | +154.9% | +176.4% |
| 3Y | +197.3% | +14.9% | +182.5% | +172.5% |
| 5Y | +87.0% | -15.3% | +102.3% | +106.5% |
| 10Y | +522.1% | +148.6% | +373.5% | +266.1% |
| All | +1,206.9% | +456.4% | +750.6% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling