-29.3%
EW vs MKSI
+84.1%
-113.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | -6.2% | +2.7% | -8.8% | -6.6% |
| 30D | -9.3% | -12.8% | +3.5% | -7.5% |
| 3M | -1.6% | -22.5% | +20.9% | +0.8% |
| 6M | -0.8% | +19.4% | -20.2% | -7.4% |
| YTD | -1.0% | +67.7% | -68.8% | -14.2% |
| 1Y | +8.2% | +131.4% | -123.3% | -13.6% |
| 3Y | +12.7% | +197.3% | -184.6% | -21.1% |
| All | -29.3% | +84.1% | -113.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling