+304.4%
B vs MKSI
+2,206.8%
-1,902.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.6% |
| 7D | +2.3% | +7.7% | -5.4% | +1.8% |
| 30D | +1.4% | -12.9% | +14.2% | +2.3% |
| 3M | +12.2% | -14.8% | +27.0% | +13.0% |
| 6M | -2.1% | +26.6% | -28.8% | -3.9% |
| YTD | +2.9% | +66.6% | -63.6% | -0.7% |
| 1Y | +55.3% | +144.6% | -89.2% | +46.3% |
| 3Y | +198.7% | +193.1% | +5.5% | +174.9% |
| 5Y | +153.8% | +88.6% | +65.2% | +135.9% |
| 10Y | +193.4% | +490.9% | -297.5% | +156.8% |
| All | +304.4% | +2,206.8% | -1,902.4% | +273.2% |
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