-16.5%
C vs MKSI
+2,206.8%
-2,223.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +3.2% | +7.7% | -4.6% | +0.7% |
| 30D | +1.3% | -12.9% | +14.2% | +5.4% |
| 3M | +3.1% | -14.8% | +18.0% | +5.8% |
| 6M | +29.6% | +26.6% | +3.0% | +16.1% |
| YTD | +19.0% | +66.6% | -47.6% | -3.2% |
| 1Y | +45.6% | +144.6% | -98.9% | +3.0% |
| 3Y | +269.3% | +193.1% | +76.1% | +130.0% |
| 5Y | +131.6% | +88.6% | +43.0% | +57.9% |
| 10Y | +286.5% | +490.9% | -204.4% | +69.7% |
| All | -16.5% | +2,206.8% | -2,223.3% | -76.6% |
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 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