+74.1%
FDX vs MKSI
+214.8%
-140.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.0% |
| 7D | +5.2% | +12.2% | -7.0% | +2.9% |
| 30D | +11.3% | -8.0% | +19.3% | +12.4% |
| 3M | -4.1% | -29.5% | +25.4% | +1.5% |
| 6M | +9.6% | -31.9% | +41.6% | +14.6% |
| YTD | +40.9% | +35.3% | +5.6% | +23.9% |
| 1Y | +53.0% | +50.3% | +2.8% | +30.9% |
| 3Y | +74.1% | +216.4% | -142.3% | +8.7% |
| All | +74.1% | +214.8% | -140.7% | +8.7% |
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 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