+32.0%
XEL vs MKSI
+84.1%
-52.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.4% |
| 30D | -3.9% | -12.8% | +8.9% | -3.7% |
| 3M | -2.8% | -22.5% | +19.7% | -2.5% |
| 6M | -5.4% | +19.4% | -24.8% | -6.3% |
| YTD | +3.8% | +67.7% | -64.0% | +1.9% |
| 1Y | +6.8% | +131.4% | -124.6% | +3.9% |
| 3Y | +45.6% | +197.3% | -151.7% | +35.9% |
| All | +32.0% | +84.1% | -52.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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