+6,167.6%
EW vs MKSI
+530.2%
+5,637.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | +6.6% | -11.7% | -6.1% |
| 30D | -6.4% | -8.2% | +1.9% | -5.2% |
| 3M | -1.6% | -16.4% | +14.9% | -0.4% |
| 6M | +2.3% | +23.0% | -20.7% | -3.7% |
| YTD | +1.1% | +68.2% | -67.1% | -10.2% |
| 1Y | +8.0% | +148.6% | -140.6% | -11.3% |
| 3Y | +16.3% | +196.0% | -179.6% | -11.2% |
| 5Y | -29.4% | +87.4% | -116.8% | -42.9% |
| 10Y | +125.6% | +523.8% | -398.2% | +45.4% |
| All | +6,167.6% | +530.2% | +5,637.4% | +3,155.0% |
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