+177.2%
FDX vs MKSI
+524.1%
-346.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.6% |
| 7D | -3.3% | +2.7% | -6.0% | -4.1% |
| 30D | -4.5% | -12.8% | +8.3% | -1.0% |
| 3M | -7.3% | -22.5% | +15.2% | -2.7% |
| 6M | +7.5% | +19.4% | -11.9% | -2.5% |
| YTD | +35.1% | +67.7% | -32.6% | +8.9% |
| 1Y | +71.4% | +131.4% | -60.0% | +22.5% |
| 3Y | +60.8% | +197.3% | -136.5% | -2.9% |
| 5Y | +65.5% | +87.0% | -21.5% | +12.4% |
| All | +177.2% | +524.1% | -346.9% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling