+361.5%
ALL vs MKSI
+524.1%
-162.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -2.3% | +2.7% | -4.9% | -2.5% |
| 30D | -0.4% | -12.8% | +12.4% | +0.8% |
| 3M | +16.0% | -22.5% | +38.5% | +17.5% |
| 6M | +24.6% | +19.4% | +5.2% | +18.8% |
| YTD | +23.7% | +67.7% | -44.1% | +12.1% |
| 1Y | +27.7% | +131.4% | -103.7% | +9.9% |
| 3Y | +150.2% | +197.3% | -47.1% | +95.1% |
| 5Y | +117.1% | +87.0% | +30.1% | +78.7% |
| All | +361.5% | +524.1% | -162.6% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling