+156.7%
B vs MKSI
+81.7%
+75.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -5.0% | +4.9% | -9.9% | -5.8% |
| 30D | +8.7% | -11.0% | +19.7% | +10.6% |
| 3M | +17.3% | -17.1% | +34.4% | +19.5% |
| 6M | -5.0% | +16.4% | -21.5% | -8.3% |
| YTD | +1.4% | +64.3% | -62.8% | -7.0% |
| 1Y | +50.5% | +137.7% | -87.2% | +30.7% |
| 3Y | +194.4% | +189.1% | +5.2% | +140.6% |
| 5Y | +156.7% | +83.1% | +73.5% | +102.4% |
| All | +156.7% | +81.7% | +75.0% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling