+20.7%
XLK vs MKSI
+40.1%
-19.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +1.6% |
| 7D | -7.6% | -10.7% | +3.1% | -4.3% |
| 30D | -12.2% | -30.5% | +18.3% | -2.0% |
| 3M | -5.5% | -39.2% | +33.7% | +9.2% |
| 6M | +9.2% | -33.0% | +42.2% | +21.8% |
| YTD | +23.0% | +22.3% | +0.7% | +18.3% |
| 1Y | +20.7% | +42.7% | -22.0% | +13.0% |
| All | +20.7% | +40.1% | -19.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling