+119.1%
ALL vs MKSI
+214.8%
-95.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.2% |
| 7D | +5.0% | +12.2% | -7.1% | +5.9% |
| 30D | +13.3% | -8.0% | +21.4% | +13.1% |
| 3M | +3.2% | -29.5% | +32.7% | +1.7% |
| 6M | +25.3% | -31.9% | +57.3% | +23.4% |
| YTD | +30.5% | +35.3% | -4.9% | +29.1% |
| 1Y | +29.2% | +50.3% | -21.1% | +27.9% |
| 3Y | +119.1% | +216.4% | -97.3% | +116.4% |
| All | +119.1% | +214.8% | -95.7% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling