+52.7%
DRAM vs MKSI
-2.9%
+55.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -0.2% |
| 7D | +7.9% | +12.2% | -4.2% | -4.2% |
| 30D | -15.4% | -8.0% | -7.4% | -7.3% |
| 3M | -25.5% | -29.5% | +4.0% | +6.8% |
| 6M | -22.3% | -31.9% | +9.7% | +18.8% |
| All | +52.7% | -2.9% | +55.6% | +91.4% |
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