-63.7%
XYZ vs MKSI
+33.5%
-97.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.5% | +4.0% |
| 7D | -1.1% | +12.2% | -13.2% | -6.5% |
| 30D | +11.5% | -8.0% | +19.5% | +13.9% |
| 3M | +1.8% | -29.5% | +31.3% | +16.6% |
| 6M | +21.2% | -31.9% | +53.1% | +32.2% |
| YTD | +29.9% | +35.3% | -5.4% | -8.4% |
| 1Y | +35.8% | +50.3% | -14.5% | -10.9% |
| 3Y | +62.6% | +216.4% | -153.8% | -51.3% |
| All | -63.7% | +33.5% | -97.2% | -76.0% |
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 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