+45.6%
EXC vs MKSI
+81.7%
-36.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.6% | +4.9% | -6.5% | -1.7% |
| 30D | -2.4% | -11.0% | +8.6% | -2.3% |
| 3M | -4.0% | -17.1% | +13.1% | -4.0% |
| 6M | -9.8% | +16.4% | -26.2% | -10.5% |
| YTD | +2.3% | +64.3% | -62.0% | +0.7% |
| 1Y | +3.8% | +137.7% | -133.9% | +1.2% |
| 3Y | +19.7% | +189.1% | -169.4% | +12.2% |
| 5Y | +45.6% | +83.1% | -37.5% | +34.7% |
| All | +45.6% | +81.7% | -36.0% | +34.7% |
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