+3.0%
F vs MKSI
+1,773.7%
-1,770.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | -3.1% | +12.2% | -15.3% | -5.9% |
| 30D | 0.0% | -8.0% | +8.1% | +1.2% |
| 3M | -13.2% | -29.5% | +16.3% | -7.1% |
| 6M | -10.2% | -31.9% | +21.7% | -5.1% |
| YTD | -4.9% | +35.3% | -40.2% | -16.2% |
| 1Y | -6.1% | +50.3% | -56.4% | -19.5% |
| 3Y | +46.0% | +216.4% | -170.4% | -2.1% |
| 5Y | -15.7% | +34.4% | -50.1% | -31.6% |
| 10Y | +64.3% | +348.6% | -284.3% | -4.5% |
| All | +3.0% | +1,773.7% | -1,770.7% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling