+57.9%
DLR vs MKSI
+190.8%
-133.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | -4.3% | -12.8% | +8.5% | -1.9% |
| 3M | +3.8% | -22.5% | +26.3% | +7.2% |
| 6M | +5.8% | +19.4% | -13.6% | -1.0% |
| YTD | +23.5% | +67.7% | -44.2% | +6.7% |
| 1Y | +11.1% | +131.4% | -120.3% | -11.2% |
| 3Y | +57.9% | +197.3% | -139.4% | +16.6% |
| All | +57.9% | +190.8% | -133.0% | +16.6% |
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