-12.1%
DOW vs MKSI
+222.0%
-234.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.7% |
| 7D | -1.4% | +2.7% | -4.1% | -2.2% |
| 30D | -3.9% | -12.8% | +8.9% | -0.3% |
| 3M | -12.7% | -22.5% | +9.8% | -9.2% |
| 6M | -13.7% | +19.4% | -33.1% | -24.3% |
| YTD | +28.4% | +67.7% | -39.3% | -2.1% |
| 1Y | +21.8% | +131.4% | -109.7% | -18.9% |
| 3Y | -35.7% | +197.3% | -233.0% | -64.4% |
| 5Y | -36.8% | +87.0% | -123.8% | -60.7% |
| All | -12.1% | +222.0% | -234.1% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling