+114.1%
DASH vs MKSI
+210.5%
-96.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.0% | -9.3% | -0.9% |
| 7D | -4.8% | +7.7% | -12.5% | -6.1% |
| 30D | -7.9% | -20.0% | +12.1% | -4.8% |
| 3M | -16.3% | -30.6% | +14.2% | -11.7% |
| 6M | +10.4% | -32.3% | +42.7% | +14.1% |
| YTD | -20.1% | +32.8% | -52.9% | -31.1% |
| 1Y | -11.4% | +37.3% | -48.7% | -24.5% |
| 3Y | +114.1% | +219.2% | -105.2% | +21.2% |
| All | +114.1% | +210.5% | -96.4% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling