+1,263.1%
ALL vs MKSI
+1,773.7%
-510.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | +5.0% | +12.2% | -7.1% | +3.3% |
| 30D | +13.3% | -8.0% | +21.4% | +13.9% |
| 3M | +3.2% | -29.5% | +32.7% | +7.0% |
| 6M | +25.3% | -31.9% | +57.3% | +28.2% |
| YTD | +30.5% | +35.3% | -4.9% | +19.3% |
| 1Y | +29.2% | +50.3% | -21.1% | +16.1% |
| 3Y | +119.1% | +216.4% | -97.3% | +65.2% |
| 5Y | +162.6% | +34.4% | +128.2% | +120.8% |
| 10Y | +378.8% | +348.6% | +30.1% | +212.3% |
| All | +1,263.1% | +1,773.7% | -510.6% | +637.8% |
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 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