+158.5%
FITB vs MKSI
+2,229.0%
-2,070.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.8% |
| 7D | -0.4% | +6.6% | -7.0% | -2.1% |
| 30D | -5.1% | -8.2% | +3.1% | -3.2% |
| 3M | +3.5% | -16.4% | +19.9% | +5.9% |
| 6M | +17.2% | +23.0% | -5.7% | +6.9% |
| YTD | +17.6% | +68.2% | -50.5% | -2.4% |
| 1Y | +23.4% | +148.6% | -125.2% | -9.4% |
| 3Y | +129.7% | +196.0% | -66.2% | +51.7% |
| 5Y | +68.4% | +87.4% | -19.0% | +21.9% |
| 10Y | +285.6% | +523.8% | -238.2% | +96.6% |
| All | +158.5% | +2,229.0% | -2,070.4% | -4.0% |
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 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