+616.4%
EXC vs MKSI
+2,206.8%
-1,590.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | +1.2% | +7.7% | -6.5% | +0.5% |
| 30D | -2.7% | -12.9% | +10.1% | -1.6% |
| 3M | -1.0% | -14.8% | +13.9% | -0.4% |
| 6M | -9.3% | +26.6% | -35.9% | -12.7% |
| YTD | +3.6% | +66.6% | -63.0% | -3.2% |
| 1Y | +5.9% | +144.6% | -138.6% | -5.4% |
| 3Y | +21.3% | +193.1% | -171.9% | +2.4% |
| 5Y | +46.2% | +88.6% | -42.4% | +26.8% |
| 10Y | +151.5% | +490.9% | -339.4% | +89.0% |
| All | +616.4% | +2,206.8% | -1,590.4% | +343.1% |
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