-23.8%
C vs MKSI
+1,824.5%
-1,848.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +4.7% | +25.3% | -20.5% | -2.7% |
| 30D | +0.2% | -10.5% | +10.7% | +2.8% |
| 3M | -9.3% | -27.7% | +18.4% | -1.2% |
| 6M | -0.8% | -28.8% | +28.0% | +5.9% |
| YTD | +8.5% | +39.0% | -30.5% | -7.8% |
| 1Y | +23.1% | +45.2% | -22.1% | +2.8% |
| 3Y | +220.8% | +218.8% | +2.0% | +91.8% |
| 5Y | +112.4% | +38.1% | +74.3% | +58.2% |
| 10Y | +217.9% | +360.8% | -142.9% | +49.0% |
| All | -23.8% | +1,824.5% | -1,848.3% | -77.7% |
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