+201.4%
B vs MKSI
+524.1%
-322.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -2.4% | +2.7% | -5.1% | -2.7% |
| 30D | +6.3% | -12.8% | +19.1% | +8.1% |
| 3M | +12.1% | -22.5% | +34.7% | +14.9% |
| 6M | -3.1% | +19.4% | -22.5% | -6.0% |
| YTD | +2.0% | +67.7% | -65.8% | -5.0% |
| 1Y | +51.7% | +131.4% | -79.7% | +35.9% |
| 3Y | +190.5% | +197.3% | -6.8% | +146.9% |
| 5Y | +158.0% | +87.0% | +71.0% | +122.1% |
| All | +201.4% | +524.1% | -322.7% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling