+1,222.0%
ALL vs MKSI
+2,161.7%
-939.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | -1.5% | -16.8% | +15.3% | +0.7% |
| 3M | +23.6% | -21.1% | +44.7% | +25.3% |
| 6M | +22.3% | +10.8% | +11.5% | +17.2% |
| YTD | +26.5% | +63.3% | -36.8% | +13.8% |
| 1Y | +27.0% | +157.0% | -130.0% | +5.8% |
| 3Y | +149.6% | +163.7% | -14.1% | +96.6% |
| 5Y | +118.1% | +82.0% | +36.1% | +76.7% |
| 10Y | +369.0% | +467.2% | -98.2% | +198.6% |
| All | +1,222.0% | +2,161.7% | -939.8% | +604.1% |
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