+790.7%
FIX vs MKSI
+191.2%
+599.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.3% |
| 7D | +6.1% | +7.7% | -1.7% | +1.7% |
| 30D | -2.7% | -12.9% | +10.2% | +5.1% |
| 3M | -10.9% | -14.8% | +3.9% | -3.4% |
| 6M | +29.0% | +26.6% | +2.4% | +13.3% |
| YTD | +76.9% | +66.6% | +10.3% | +35.3% |
| 1Y | +130.7% | +144.6% | -13.8% | +44.1% |
| 3Y | +790.7% | +193.1% | +597.5% | +410.3% |
| All | +790.7% | +191.2% | +599.5% | +410.3% |
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 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