+26.9%
XLV vs MKSI
+162.5%
-135.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.0% |
| 7D | +0.2% | +1.8% | -1.6% | +0.2% |
| 30D | +4.4% | -16.8% | +21.2% | +4.2% |
| 3M | +13.2% | -21.1% | +34.3% | +12.0% |
| 6M | +10.1% | +10.8% | -0.7% | +6.0% |
| YTD | +11.7% | +63.3% | -51.6% | +5.4% |
| 1Y | +26.9% | +157.0% | -130.0% | +12.5% |
| All | +26.9% | +162.5% | -135.6% | +12.5% |
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