+67.8%
B vs MKSI
+162.5%
-94.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -3.3% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | +9.4% | -16.8% | +26.2% | +14.4% |
| 3M | +5.0% | -21.1% | +26.1% | +8.0% |
| 6M | -3.5% | +10.8% | -14.4% | -10.5% |
| YTD | +4.5% | +63.3% | -58.9% | -11.4% |
| 1Y | +67.8% | +157.0% | -89.2% | +32.7% |
| All | +67.8% | +162.5% | -94.8% | +32.7% |
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