+62.5%
DRAM vs MKSI
-12.2%
+74.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.0% | -0.3% | -0.2% |
| 7D | -16.6% | -10.7% | -6.0% | -6.4% |
| 30D | -26.9% | -30.5% | +3.6% | +5.9% |
| 3M | -17.8% | -39.2% | +21.3% | +35.9% |
| 6M | +6.2% | -33.0% | +39.2% | +70.0% |
| All | +62.5% | -12.2% | +74.7% | +124.2% |
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