+933.4%
FDX vs MKSI
+2,161.7%
-1,228.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.8% | -1.6% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | +3.8% | -16.8% | +20.6% | +7.9% |
| 3M | -1.3% | -21.1% | +19.8% | +2.1% |
| 6M | +5.0% | +10.8% | -5.8% | -0.5% |
| YTD | +39.6% | +63.3% | -23.7% | +19.9% |
| 1Y | +81.1% | +157.0% | -75.9% | +37.9% |
| 3Y | +63.0% | +163.7% | -100.7% | +17.2% |
| 5Y | +65.6% | +82.0% | -16.4% | +26.3% |
| 10Y | +183.4% | +467.2% | -283.8% | +60.5% |
| All | +933.4% | +2,161.7% | -1,228.3% | +288.6% |
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