+597.9%
XYZ vs MKSI
+511.3%
+86.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.8% |
| 7D | -5.2% | +4.9% | -10.0% | -7.7% |
| 30D | 0.0% | -11.0% | +11.0% | +5.5% |
| 3M | +18.7% | -17.1% | +35.8% | +22.6% |
| 6M | +20.5% | +16.4% | +4.1% | +0.3% |
| YTD | +21.5% | +64.3% | -42.8% | -19.8% |
| 1Y | +7.2% | +137.7% | -130.5% | -45.2% |
| 3Y | +49.0% | +189.1% | -140.1% | -42.2% |
| 5Y | -68.1% | +83.1% | -151.2% | -83.1% |
| All | +597.9% | +511.3% | +86.6% | +102.0% |
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