+47.2%
XYZ vs MKSI
+191.6%
-144.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | -3.7% | +6.6% | -10.3% | -5.7% |
| 30D | +0.5% | -8.2% | +8.8% | +2.8% |
| 3M | +16.3% | -16.4% | +32.7% | +18.2% |
| 6M | +21.1% | +23.0% | -1.8% | +5.6% |
| YTD | +22.0% | +68.2% | -46.2% | -7.5% |
| 1Y | +5.2% | +148.6% | -143.4% | -33.6% |
| All | +47.2% | +191.6% | -144.4% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling