+43.6%
DE vs MKSI
+142.7%
-99.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -2.6% | +2.7% | -5.3% | -2.9% |
| 30D | +9.0% | -12.8% | +21.8% | +10.7% |
| 3M | +19.1% | -22.5% | +41.7% | +22.4% |
| 6M | +14.4% | +19.4% | -5.0% | +11.7% |
| YTD | +45.9% | +67.7% | -21.8% | +41.5% |
| 1Y | +43.6% | +131.4% | -87.8% | +37.2% |
| All | +43.6% | +142.7% | -99.1% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling