+4.1%
DT vs MKSI
+142.7%
-138.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -1.4% |
| 30D | +3.0% | -12.8% | +15.8% | +2.3% |
| 3M | +26.5% | -22.5% | +49.0% | +24.7% |
| 6M | +35.9% | +19.4% | +16.5% | +34.9% |
| YTD | +17.8% | +67.7% | -49.9% | +14.3% |
| 1Y | +4.1% | +131.4% | -127.3% | -3.5% |
| All | +4.1% | +142.7% | -138.6% | -3.5% |
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