+653.9%
EXC vs MKSI
+1,773.7%
-1,119.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +1.4% | +12.2% | -10.8% | +0.3% |
| 30D | +8.6% | -8.0% | +16.6% | +9.0% |
| 3M | +2.4% | -29.5% | +31.9% | +5.1% |
| 6M | +6.5% | -31.9% | +38.4% | +8.6% |
| YTD | +9.0% | +35.3% | -26.3% | +3.3% |
| 1Y | +4.6% | +50.3% | -45.7% | -2.1% |
| 3Y | +33.5% | +216.4% | -182.9% | +10.7% |
| 5Y | +41.4% | +34.4% | +7.0% | +26.4% |
| 10Y | +204.3% | +348.6% | -144.3% | +133.3% |
| All | +653.9% | +1,773.7% | -1,119.8% | +373.0% |
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