+86.4%
F vs MKSI
+524.1%
-437.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | 0.0% |
| 7D | -4.4% | +2.7% | -7.1% | -5.3% |
| 30D | +1.0% | -12.8% | +13.8% | +4.8% |
| 3M | -4.0% | -22.5% | +18.5% | +0.7% |
| 6M | +18.1% | +19.4% | -1.3% | +6.8% |
| YTD | +10.2% | +67.7% | -57.6% | -11.5% |
| 1Y | +24.3% | +131.4% | -107.1% | -11.4% |
| 3Y | +38.1% | +197.3% | -159.3% | -17.2% |
| 5Y | +50.2% | +87.0% | -36.7% | +3.0% |
| All | +86.4% | +524.1% | -437.7% | -15.5% |
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