+490.3%
XRT vs MKSI
+1,631.0%
-1,140.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.4% | +6.6% | -9.0% | -4.6% |
| 30D | -6.9% | -8.2% | +1.3% | -4.7% |
| 3M | -0.4% | -16.4% | +16.0% | +1.9% |
| 6M | +2.2% | +23.0% | -20.7% | -10.4% |
| YTD | -0.7% | +68.2% | -68.9% | -23.5% |
| 1Y | -2.0% | +148.6% | -150.6% | -36.1% |
| 3Y | +41.0% | +196.0% | -154.9% | -21.9% |
| 5Y | -3.3% | +87.4% | -90.7% | -38.6% |
| 10Y | +124.8% | +523.8% | -399.0% | -28.2% |
| All | +490.3% | +1,631.0% | -1,140.8% | +2.1% |
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