+2.9%
F vs MKSI
+1,824.5%
-1,821.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.4% |
| 7D | -3.9% | +25.3% | -29.1% | -9.2% |
| 30D | -0.5% | -10.5% | +10.1% | +1.3% |
| 3M | -12.9% | -27.7% | +14.8% | -7.3% |
| 6M | +1.5% | -28.8% | +30.4% | +6.2% |
| YTD | -5.0% | +39.0% | -44.0% | -16.8% |
| 1Y | -7.3% | +45.2% | -52.6% | -19.9% |
| 3Y | +45.3% | +218.8% | -173.5% | -2.8% |
| 5Y | -15.8% | +38.1% | -53.9% | -32.1% |
| 10Y | +64.2% | +360.8% | -296.6% | -5.2% |
| All | +2.9% | +1,824.5% | -1,821.6% | -55.9% |
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 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