-10.2%
DOW vs MKSI
+215.4%
-225.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -2.4% | +4.9% | -7.3% | -3.8% |
| 30D | -4.1% | -11.0% | +6.9% | -1.1% |
| 3M | -12.4% | -17.1% | +4.7% | -11.2% |
| 6M | -10.6% | +16.4% | -27.1% | -21.0% |
| YTD | +31.1% | +64.3% | -33.2% | +0.6% |
| 1Y | +30.5% | +137.7% | -107.2% | -14.0% |
| 3Y | -34.4% | +189.1% | -223.5% | -63.4% |
| 5Y | -35.5% | +83.1% | -118.6% | -59.7% |
| All | -10.2% | +215.4% | -225.6% | -63.9% |
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