+67.3%
F vs MKSI
+345.2%
-277.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.8% |
| 7D | -3.1% | +12.2% | -15.3% | -6.5% |
| 30D | 0.0% | -8.0% | +8.1% | +1.4% |
| 3M | -13.2% | -29.5% | +16.3% | -5.6% |
| 6M | -10.2% | -31.9% | +21.7% | -4.2% |
| YTD | -4.9% | +35.3% | -40.2% | -19.9% |
| 1Y | -6.1% | +50.3% | -56.4% | -23.8% |
| 3Y | +46.0% | +216.4% | -170.4% | -16.9% |
| 5Y | -15.7% | +34.4% | -50.1% | -37.2% |
| All | +67.3% | +345.2% | -277.9% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling