+944.3%
XLE vs MKSI
+2,161.7%
-1,217.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -1.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.8% |
| 30D | +11.8% | -16.8% | +28.6% | +15.0% |
| 3M | +9.8% | -21.1% | +30.9% | +12.3% |
| 6M | +15.6% | +10.8% | +4.7% | +10.0% |
| YTD | +45.3% | +63.3% | -18.1% | +28.1% |
| 1Y | +48.3% | +157.0% | -108.7% | +19.0% |
| 3Y | +55.4% | +163.7% | -108.3% | +18.5% |
| 5Y | +216.1% | +82.0% | +134.1% | +149.5% |
| 10Y | +178.4% | +467.2% | -288.8% | +74.3% |
| All | +944.3% | +2,161.7% | -1,217.5% | +469.4% |
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