+3.7%
F vs MKSI
+40.1%
-36.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +3.4% |
| 7D | +6.0% | -10.7% | +16.7% | +7.2% |
| 30D | +4.3% | -30.5% | +34.8% | +8.3% |
| 3M | -10.1% | -39.2% | +29.1% | -5.3% |
| 6M | +12.8% | -33.0% | +45.8% | +14.8% |
| YTD | -0.1% | +22.3% | -22.4% | -7.4% |
| 1Y | +3.7% | +42.7% | -39.0% | -6.2% |
| All | +3.7% | +40.1% | -36.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling