+2,166.4%
FIX vs MKSI
+90.4%
+2,076.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | +3.5% | +6.6% | -3.1% | +0.3% |
| 30D | -3.5% | -8.2% | +4.7% | +0.6% |
| 3M | -11.8% | -16.4% | +4.6% | -4.2% |
| 6M | +17.8% | +23.0% | -5.2% | +7.2% |
| YTD | +73.3% | +68.2% | +5.1% | +37.9% |
| 1Y | +128.1% | +148.6% | -20.5% | +52.4% |
| 3Y | +772.7% | +196.0% | +576.7% | +429.0% |
| 5Y | +2,166.4% | +87.4% | +2,079.1% | +1,454.5% |
| All | +2,166.4% | +90.4% | +2,076.1% | +1,454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling