+27.0%
ALL vs MKSI
+162.5%
-135.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -0.8% |
| 7D | 0.0% | +1.8% | -1.8% | +0.3% |
| 30D | -1.5% | -16.8% | +15.3% | -3.6% |
| 3M | +23.6% | -21.1% | +44.7% | +20.7% |
| 6M | +22.3% | +10.8% | +11.5% | +21.4% |
| YTD | +26.5% | +63.3% | -36.8% | +27.2% |
| 1Y | +27.0% | +157.0% | -130.0% | +23.8% |
| All | +27.0% | +162.5% | -135.5% | +23.8% |
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 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