+166.9%
XLE vs MKSI
+33.5%
+133.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | +5.4% | +12.2% | -6.7% | +4.1% |
| 30D | -3.9% | -8.0% | +4.1% | -3.4% |
| 3M | +7.0% | -29.5% | +36.5% | +10.5% |
| 6M | +14.2% | -31.9% | +46.1% | +16.7% |
| YTD | +48.2% | +35.3% | +12.9% | +35.3% |
| 1Y | +47.7% | +50.3% | -2.6% | +32.4% |
| 3Y | +70.0% | +216.4% | -146.4% | +27.5% |
| All | +166.9% | +33.5% | +133.5% | +116.7% |
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 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