+43.7%
F vs MKSI
+90.4%
-46.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.2% |
| 7D | -4.9% | +6.6% | -11.5% | -6.7% |
| 30D | -2.9% | -8.2% | +5.3% | -0.8% |
| 3M | -9.1% | -16.4% | +7.3% | -7.1% |
| 6M | +12.9% | +23.0% | -10.0% | +0.6% |
| YTD | +6.1% | +68.2% | -62.1% | -15.9% |
| 1Y | +22.5% | +148.6% | -126.1% | -16.6% |
| 3Y | +32.1% | +196.0% | -163.9% | -25.7% |
| 5Y | +43.7% | +87.4% | -43.6% | +3.7% |
| All | +43.7% | +90.4% | -46.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling