+38.4%
F vs MKSI
+188.9%
-150.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.7% |
| 7D | +1.2% | +7.7% | -6.6% | -0.4% |
| 30D | +1.2% | -12.9% | +14.1% | +3.9% |
| 3M | -5.7% | -14.8% | +9.2% | -4.5% |
| 6M | +17.9% | +26.6% | -8.7% | +7.7% |
| YTD | +10.4% | +66.6% | -56.2% | -6.1% |
| 1Y | +25.3% | +144.6% | -119.2% | -4.3% |
| All | +38.4% | +188.9% | -150.5% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling