-68.4%
XYZ vs MKSI
+90.4%
-158.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -3.7% | +6.6% | -10.3% | -6.8% |
| 30D | +0.5% | -8.2% | +8.8% | +4.1% |
| 3M | +16.3% | -16.4% | +32.7% | +19.2% |
| 6M | +21.1% | +23.0% | -1.8% | -2.0% |
| YTD | +22.0% | +68.2% | -46.2% | -20.2% |
| 1Y | +5.2% | +148.6% | -143.4% | -47.8% |
| 3Y | +49.6% | +196.0% | -146.4% | -46.2% |
| 5Y | -68.4% | +87.4% | -155.8% | -81.8% |
| All | -68.4% | +90.4% | -158.8% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling