+533.2%
XYZ vs MKSI
+698.8%
-165.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -3.0% |
| 7D | -1.0% | +1.8% | -2.7% | -1.9% |
| 30D | -1.7% | -16.8% | +15.1% | +7.5% |
| 3M | +16.7% | -21.1% | +37.8% | +23.9% |
| 6M | +26.9% | +10.8% | +16.0% | +8.4% |
| YTD | +27.1% | +63.3% | -36.2% | -15.4% |
| 1Y | +9.3% | +157.0% | -147.7% | -46.5% |
| 3Y | +42.3% | +163.7% | -121.4% | -40.6% |
| 5Y | -69.3% | +82.0% | -151.3% | -83.5% |
| 10Y | +586.8% | +467.2% | +119.6% | +91.4% |
| All | +533.2% | +698.8% | -165.6% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling