+112.2%
DT vs MKSI
+233.5%
-121.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.3% |
| 7D | -0.5% | +6.6% | -7.2% | -2.5% |
| 30D | +0.1% | -8.2% | +8.3% | +2.1% |
| 3M | +24.1% | -16.4% | +40.5% | +26.0% |
| 6M | +30.1% | +23.0% | +7.1% | +13.6% |
| YTD | +16.8% | +68.2% | -51.4% | -10.3% |
| 1Y | -0.1% | +148.6% | -148.7% | -35.1% |
| 3Y | +6.8% | +196.0% | -189.1% | -43.3% |
| 5Y | -28.4% | +87.4% | -115.7% | -54.6% |
| All | +112.2% | +233.5% | -121.3% | -9.6% |
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