+123.0%
XRT vs MKSI
+524.1%
-401.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | -3.2% | +2.7% | -5.9% | -3.9% |
| 30D | -4.5% | -12.8% | +8.3% | -1.1% |
| 3M | -3.1% | -22.5% | +19.4% | +1.2% |
| 6M | +4.2% | +19.4% | -15.2% | -5.8% |
| YTD | -0.1% | +67.7% | -67.8% | -19.7% |
| 1Y | -3.0% | +131.4% | -134.5% | -30.8% |
| 3Y | +41.8% | +197.3% | -155.5% | -14.0% |
| 5Y | -1.3% | +87.0% | -88.2% | -32.5% |
| All | +123.0% | +524.1% | -401.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling