+35.8%
XYZ vs MKSI
+42.6%
-6.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.5% | +3.0% |
| 7D | -1.1% | +12.2% | -13.2% | -1.9% |
| 30D | +11.5% | -8.0% | +19.5% | +12.0% |
| 3M | +1.8% | -29.5% | +31.3% | +4.5% |
| 6M | +21.2% | -31.9% | +53.1% | +20.9% |
| YTD | +29.9% | +35.3% | -5.4% | +18.5% |
| 1Y | +35.8% | +50.3% | -14.5% | +22.7% |
| All | +35.8% | +42.6% | -6.9% | +22.7% |
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