+839.7%
DIA vs MKSI
+2,229.0%
-1,389.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.2% | +6.6% | -7.9% | -2.4% |
| 30D | -2.7% | -8.2% | +5.5% | -1.4% |
| 3M | +3.3% | -16.4% | +19.7% | +5.0% |
| 6M | +10.4% | +23.0% | -12.5% | +4.0% |
| YTD | +10.0% | +68.2% | -58.2% | -2.8% |
| 1Y | +16.2% | +148.6% | -132.4% | -5.3% |
| 3Y | +58.7% | +196.0% | -137.2% | +19.6% |
| 5Y | +63.6% | +87.4% | -23.8% | +30.1% |
| 10Y | +251.0% | +523.8% | -272.8% | +115.1% |
| All | +839.7% | +2,229.0% | -1,389.3% | +333.3% |
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 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