+227.7%
XLE vs MKSI
+90.4%
+137.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | +6.6% | -6.3% | -0.4% |
| 30D | +8.5% | -8.2% | +16.8% | +9.4% |
| 3M | +14.6% | -16.4% | +31.0% | +15.4% |
| 6M | +17.6% | +23.0% | -5.4% | +11.3% |
| YTD | +48.1% | +68.2% | -20.1% | +32.7% |
| 1Y | +53.8% | +148.6% | -94.8% | +28.2% |
| 3Y | +56.2% | +196.0% | -139.7% | +20.2% |
| 5Y | +227.7% | +87.4% | +140.4% | +159.2% |
| All | +227.7% | +90.4% | +137.3% | +159.2% |
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