+48.3%
XLE vs MKSI
+162.5%
-114.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -0.7% |
| 7D | +2.2% | +1.8% | +0.4% | +2.3% |
| 30D | +11.8% | -16.8% | +28.6% | +11.0% |
| 3M | +9.8% | -21.1% | +30.9% | +9.0% |
| 6M | +15.6% | +10.8% | +4.7% | +15.2% |
| YTD | +45.3% | +63.3% | -18.1% | +42.0% |
| 1Y | +48.3% | +157.0% | -108.7% | +46.1% |
| All | +48.3% | +162.5% | -114.2% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling