+34.1%
FITB vs MKSI
+40.1%
-6.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.9% |
| 7D | +2.3% | -10.7% | +13.0% | +3.3% |
| 30D | +7.7% | -30.5% | +38.2% | +11.2% |
| 3M | -4.5% | -39.2% | +34.7% | -0.3% |
| 6M | +12.5% | -33.0% | +45.5% | +13.2% |
| YTD | +19.8% | +22.3% | -2.5% | +9.7% |
| 1Y | +34.1% | +42.7% | -8.5% | +20.8% |
| All | +34.1% | +40.1% | -6.0% | +20.8% |
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