+248.8%
XLF vs MKSI
+524.1%
-275.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | -1.2% | -12.8% | +11.6% | +1.6% |
| 3M | +9.2% | -22.5% | +31.7% | +13.0% |
| 6M | +16.3% | +19.4% | -3.1% | +7.3% |
| YTD | +5.4% | +67.7% | -62.3% | -11.5% |
| 1Y | +7.6% | +131.4% | -123.8% | -17.9% |
| 3Y | +74.2% | +197.3% | -123.1% | +14.6% |
| 5Y | +66.1% | +87.0% | -20.8% | +19.8% |
| All | +248.8% | +524.1% | -275.3% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling