+779.4%
XLV vs MKSI
+2,222.5%
-1,443.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -3.6% | +2.7% | -6.2% | -3.9% |
| 30D | -1.8% | -12.8% | +11.0% | -0.2% |
| 3M | +7.8% | -22.5% | +30.3% | +10.0% |
| 6M | +9.1% | +19.4% | -10.3% | +4.1% |
| YTD | +7.7% | +67.7% | -60.0% | -2.6% |
| 1Y | +20.4% | +131.4% | -111.0% | +3.2% |
| 3Y | +30.8% | +197.3% | -166.6% | +3.7% |
| 5Y | +34.6% | +87.0% | -52.3% | +11.2% |
| 10Y | +173.4% | +522.1% | -348.7% | +80.9% |
| All | +779.4% | +2,222.5% | -1,443.1% | +324.3% |
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