+27.2%
F vs MKSI
+143.3%
-116.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.5% |
| 7D | -3.7% | +4.9% | -8.6% | -4.4% |
| 30D | -0.7% | -11.0% | +10.3% | +0.6% |
| 3M | -1.9% | -17.1% | +15.2% | -1.0% |
| 6M | +16.1% | +16.4% | -0.4% | +8.5% |
| YTD | +9.5% | +64.3% | -54.8% | -3.6% |
| 1Y | +27.2% | +137.7% | -110.5% | +0.2% |
| All | +27.2% | +143.3% | -116.1% | +0.2% |
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