+5,753.7%
DE vs MKSI
+2,175.0%
+3,578.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -2.4% | +4.9% | -7.3% | -3.4% |
| 30D | +9.7% | -11.0% | +20.7% | +12.2% |
| 3M | +21.4% | -17.1% | +38.4% | +24.2% |
| 6M | +15.0% | +16.4% | -1.4% | +8.7% |
| YTD | +46.4% | +64.3% | -17.9% | +27.5% |
| 1Y | +45.6% | +137.7% | -92.1% | +15.4% |
| 3Y | +76.8% | +189.1% | -112.3% | +27.1% |
| 5Y | +99.4% | +83.1% | +16.3% | +52.6% |
| 10Y | +864.6% | +509.4% | +355.2% | +441.5% |
| All | +5,753.7% | +2,175.0% | +3,578.7% | +2,606.9% |
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