+6,182.4%
FIX vs MKSI
+511.3%
+5,671.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.5% |
| 7D | +0.7% | +4.9% | -4.2% | -1.4% |
| 30D | -5.7% | -11.0% | +5.3% | -0.7% |
| 3M | -7.4% | -17.1% | +9.6% | +0.2% |
| 6M | +15.1% | +16.4% | -1.3% | +8.1% |
| YTD | +70.7% | +64.3% | +6.4% | +39.5% |
| 1Y | +111.9% | +137.7% | -25.8% | +48.1% |
| 3Y | +759.5% | +189.1% | +570.4% | +437.4% |
| 5Y | +2,164.4% | +83.1% | +2,081.2% | +1,489.8% |
| All | +6,182.4% | +511.3% | +5,671.1% | +2,695.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling