+27.7%
ALL vs MKSI
+142.7%
-115.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +1.0% |
| 7D | -2.3% | +2.7% | -4.9% | -1.9% |
| 30D | -0.4% | -12.8% | +12.4% | -2.1% |
| 3M | +16.0% | -22.5% | +38.5% | +13.2% |
| 6M | +24.6% | +19.4% | +5.2% | +24.2% |
| YTD | +23.7% | +67.7% | -44.1% | +24.6% |
| 1Y | +27.7% | +131.4% | -103.7% | +27.9% |
| All | +27.7% | +142.7% | -115.0% | +27.9% |
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