+371.0%
XLF vs MKSI
+2,175.0%
-1,804.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -2.9% | +4.9% | -7.8% | -4.0% |
| 30D | -1.6% | -11.0% | +9.4% | +0.7% |
| 3M | +9.3% | -17.1% | +26.3% | +11.4% |
| 6M | +14.6% | +16.4% | -1.8% | +6.8% |
| YTD | +4.7% | +64.3% | -59.6% | -10.9% |
| 1Y | +8.6% | +137.7% | -129.1% | -16.5% |
| 3Y | +73.9% | +189.1% | -115.2% | +19.2% |
| 5Y | +65.0% | +83.1% | -18.1% | +21.8% |
| 10Y | +250.4% | +509.4% | -258.9% | +80.1% |
| All | +371.0% | +2,175.0% | -1,804.0% | +70.2% |
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 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