+5.3%
DT vs MKSI
+190.8%
-185.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.6% | +2.7% | -4.3% | -1.9% |
| 30D | +3.0% | -12.8% | +15.8% | +4.3% |
| 3M | +26.5% | -22.5% | +49.0% | +28.2% |
| 6M | +35.9% | +19.4% | +16.5% | +28.4% |
| YTD | +17.8% | +67.7% | -49.9% | +4.0% |
| 1Y | +4.1% | +131.4% | -127.3% | -14.5% |
| 3Y | +5.3% | +197.3% | -192.0% | -25.4% |
| All | +5.3% | +190.8% | -185.5% | -25.4% |
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