+3,604.4%
FIX vs MKSI
+357.3%
+3,247.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.9% |
| 7D | +17.0% | +25.3% | -8.3% | +5.7% |
| 30D | -30.6% | -10.5% | -20.1% | -26.5% |
| 3M | -35.0% | -27.7% | -7.3% | -24.4% |
| 6M | -44.0% | -28.8% | -15.1% | -34.7% |
| YTD | +21.1% | +39.0% | -17.8% | +7.4% |
| 1Y | +16.3% | +45.2% | -29.0% | +1.5% |
| 3Y | +507.4% | +218.8% | +288.6% | +275.2% |
| 5Y | +1,052.1% | +38.1% | +1,014.0% | +816.5% |
| All | +3,604.4% | +357.3% | +3,247.1% | +1,711.3% |
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