+131.2%
FITB vs MKSI
+190.8%
-59.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -5.7% | -12.8% | +7.1% | -3.1% |
| 3M | +3.2% | -22.5% | +25.7% | +6.6% |
| 6M | +23.4% | +19.4% | +4.0% | +13.8% |
| YTD | +18.8% | +67.7% | -48.9% | -0.1% |
| 1Y | +25.0% | +131.4% | -106.4% | -4.6% |
| 3Y | +131.2% | +197.3% | -66.1% | +32.5% |
| All | +131.2% | +190.8% | -59.6% | +32.5% |
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