+29.2%
DOW vs MKSI
+162.5%
-133.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.3% |
| 30D | +0.4% | -16.8% | +17.2% | -0.2% |
| 3M | -14.4% | -21.1% | +6.7% | -15.1% |
| 6M | -7.0% | +10.8% | -17.8% | -9.6% |
| YTD | +30.2% | +63.3% | -33.1% | +14.3% |
| 1Y | +29.2% | +157.0% | -127.8% | +2.5% |
| All | +29.2% | +162.5% | -133.3% | +2.5% |
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