+291.5%
C vs MKSI
+511.3%
-219.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | +2.0% | -11.0% | +13.0% | +5.6% |
| 3M | +4.4% | -17.1% | +21.4% | +7.9% |
| 6M | +28.3% | +16.4% | +11.9% | +17.1% |
| YTD | +20.5% | +64.3% | -43.8% | -3.1% |
| 1Y | +45.5% | +137.7% | -92.2% | +1.1% |
| 3Y | +274.0% | +189.1% | +84.9% | +122.7% |
| 5Y | +136.1% | +83.1% | +53.0% | +57.2% |
| All | +291.5% | +511.3% | -219.8% | +55.6% |
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