+64.3%
XLF vs MKSI
+84.1%
-19.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | -1.2% | -12.8% | +11.6% | +0.8% |
| 3M | +9.2% | -22.5% | +31.7% | +11.8% |
| 6M | +16.3% | +19.4% | -3.1% | +9.4% |
| YTD | +5.4% | +67.7% | -62.3% | -7.6% |
| 1Y | +7.6% | +131.4% | -123.8% | -12.3% |
| 3Y | +74.2% | +197.3% | -123.1% | +25.2% |
| All | +64.3% | +84.1% | -19.8% | +29.2% |
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