+50.1%
F vs MKSI
+229.9%
-179.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -1.3% |
| 7D | -2.1% | +15.9% | -18.1% | -5.0% |
| 30D | +3.3% | -9.6% | +12.9% | +4.8% |
| 3M | -11.3% | -23.2% | +11.8% | -7.6% |
| 6M | +5.3% | -29.2% | +34.5% | +9.5% |
| YTD | -2.2% | +41.8% | -44.0% | -14.6% |
| 1Y | -3.5% | +48.7% | -52.2% | -16.9% |
| All | +50.1% | +229.9% | -179.8% | -21.0% |
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