+64.0%
FDX vs MKSI
+86.0%
-22.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.8% |
| 7D | -2.3% | +6.6% | -9.0% | -3.9% |
| 30D | -4.9% | -8.2% | +3.3% | -3.2% |
| 3M | -6.5% | -16.4% | +10.0% | -4.4% |
| 6M | +6.7% | +23.0% | -16.3% | -2.9% |
| YTD | +33.9% | +68.2% | -34.3% | +10.6% |
| 1Y | +72.2% | +148.6% | -76.4% | +25.2% |
| 3Y | +60.2% | +196.0% | -135.7% | +1.1% |
| All | +64.0% | +86.0% | -22.0% | +19.0% |
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