-51.7%
FIG vs MKSI
+40.1%
-91.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.0% | +10.2% | +4.2% |
| 7D | -4.7% | -10.7% | +6.0% | -6.6% |
| 30D | +0.5% | -30.5% | +31.0% | -5.8% |
| 3M | -18.4% | -39.2% | +20.8% | -25.1% |
| 6M | +10.9% | -33.0% | +43.9% | -1.5% |
| YTD | -40.8% | +22.3% | -63.1% | -56.4% |
| 1Y | -51.7% | +42.7% | -94.4% | -68.0% |
| All | -51.7% | +40.1% | -91.8% | -68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling