+851.5%
DE vs MKSI
+524.1%
+327.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -2.6% | +2.7% | -5.3% | -3.2% |
| 30D | +9.0% | -12.8% | +21.8% | +12.4% |
| 3M | +19.1% | -22.5% | +41.7% | +24.4% |
| 6M | +14.4% | +19.4% | -5.0% | +6.2% |
| YTD | +45.9% | +67.7% | -21.8% | +23.2% |
| 1Y | +43.6% | +131.4% | -87.8% | +9.7% |
| 3Y | +75.9% | +197.3% | -121.4% | +16.2% |
| 5Y | +98.8% | +87.0% | +11.8% | +43.1% |
| All | +851.5% | +524.1% | +327.4% | +373.3% |
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 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