+1,264.4%
BE vs MKSI
+84.1%
+1,180.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +5.2% |
| 7D | +9.0% | +2.7% | +6.4% | +7.2% |
| 30D | +16.3% | -12.8% | +29.1% | +27.7% |
| 3M | +10.8% | -22.5% | +33.3% | +34.8% |
| 6M | +73.2% | +19.4% | +53.8% | +59.8% |
| YTD | +217.4% | +67.7% | +149.6% | +137.0% |
| 1Y | +309.8% | +131.4% | +178.4% | +155.8% |
| 3Y | +1,726.2% | +197.3% | +1,528.8% | +764.0% |
| All | +1,264.4% | +84.1% | +1,180.3% | +802.3% |
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 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