+165.5%
B vs MKSI
+214.8%
-49.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.2% |
| 7D | -7.3% | +12.2% | -19.5% | -9.2% |
| 30D | -3.3% | -8.0% | +4.7% | -2.3% |
| 3M | -7.8% | -29.5% | +21.8% | -2.7% |
| 6M | -15.5% | -31.9% | +16.4% | -11.5% |
| YTD | -12.3% | +35.3% | -47.6% | -17.2% |
| 1Y | +5.4% | +50.3% | -44.9% | -2.0% |
| 3Y | +165.5% | +216.4% | -50.9% | +113.3% |
| All | +165.5% | +214.8% | -49.3% | +113.3% |
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