+148.7%
XLK vs MKSI
+84.1%
+64.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.5% |
| 7D | +0.2% | +2.7% | -2.5% | -0.8% |
| 30D | -0.6% | -12.8% | +12.2% | +4.3% |
| 3M | +2.6% | -22.5% | +25.1% | +10.6% |
| 6M | +34.0% | +19.4% | +14.6% | +21.7% |
| YTD | +30.7% | +67.7% | -37.1% | +3.1% |
| 1Y | +39.2% | +131.4% | -92.2% | -4.7% |
| 3Y | +120.4% | +197.3% | -76.9% | +24.9% |
| All | +148.7% | +84.1% | +64.6% | +69.8% |
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