+912.6%
XEL vs MKSI
+2,175.0%
-1,262.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -1.2% | +4.9% | -6.1% | -1.6% |
| 30D | -2.9% | -11.0% | +8.1% | -2.1% |
| 3M | -2.7% | -17.1% | +14.4% | -2.0% |
| 6M | -6.5% | +16.4% | -22.9% | -8.7% |
| YTD | +3.6% | +64.3% | -60.7% | -1.9% |
| 1Y | +7.5% | +137.7% | -130.2% | -1.8% |
| 3Y | +46.3% | +189.1% | -142.8% | +27.5% |
| 5Y | +30.5% | +83.1% | -52.6% | +16.4% |
| 10Y | +151.4% | +509.4% | -358.0% | +92.7% |
| All | +912.6% | +2,175.0% | -1,262.4% | +569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling