+710.3%
XLU vs MKSI
+2,222.5%
-1,512.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.6% | +2.7% | -4.3% | -1.9% |
| 30D | -3.3% | -12.8% | +9.5% | -2.0% |
| 3M | -3.2% | -22.5% | +19.4% | -1.5% |
| 6M | -7.0% | +19.4% | -26.3% | -9.9% |
| YTD | +0.6% | +67.7% | -67.1% | -6.2% |
| 1Y | +2.4% | +131.4% | -129.0% | -8.1% |
| 3Y | +46.3% | +197.3% | -151.1% | +23.9% |
| 5Y | +44.0% | +87.0% | -43.0% | +25.5% |
| 10Y | +140.1% | +522.1% | -382.0% | +77.1% |
| All | +710.3% | +2,222.5% | -1,512.2% | +394.6% |
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