+965.2%
XLE vs MKSI
+1,773.7%
-808.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +5.4% | +12.2% | -6.7% | +3.2% |
| 30D | -3.9% | -8.0% | +4.1% | -3.0% |
| 3M | +7.0% | -29.5% | +36.5% | +12.5% |
| 6M | +14.2% | -31.9% | +46.1% | +18.5% |
| YTD | +48.2% | +35.3% | +12.9% | +33.8% |
| 1Y | +47.7% | +50.3% | -2.6% | +30.5% |
| 3Y | +70.0% | +216.4% | -146.4% | +24.2% |
| 5Y | +169.1% | +34.4% | +134.7% | +122.5% |
| 10Y | +180.7% | +348.6% | -167.9% | +81.5% |
| All | +965.2% | +1,773.7% | -808.5% | +495.0% |
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