+16.3%
EBAY vs MKSI
+19.0%
-2.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.4% |
| 7D | -0.8% | +4.9% | -5.7% | -0.7% |
| 30D | -0.6% | -11.0% | +10.3% | -0.7% |
| 3M | -1.0% | -17.1% | +16.1% | -3.8% |
| 6M | +16.3% | +16.4% | -0.2% | +5.3% |
| All | +16.3% | +19.0% | -2.8% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling