+253.9%
XLI vs MKSI
+524.1%
-270.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -1.7% | +2.7% | -4.3% | -2.3% |
| 30D | -7.3% | -12.8% | +5.5% | -4.3% |
| 3M | -1.3% | -22.5% | +21.2% | +3.2% |
| 6M | +2.2% | +19.4% | -17.2% | -4.9% |
| YTD | +11.7% | +67.7% | -56.0% | -5.5% |
| 1Y | +14.3% | +131.4% | -117.1% | -12.1% |
| 3Y | +70.3% | +197.3% | -127.0% | +14.3% |
| 5Y | +82.3% | +87.0% | -4.6% | +33.5% |
| All | +253.9% | +524.1% | -270.2% | +72.7% |
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