-42.8%
FIX vs MKSI
-27.8%
-15.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.8% | +0.7% |
| 7D | +6.4% | +15.9% | -9.5% | -4.3% |
| 30D | -29.1% | -9.6% | -19.5% | -24.3% |
| 3M | -31.1% | -23.2% | -8.0% | -18.5% |
| 6M | -42.8% | -29.2% | -13.6% | -29.4% |
| All | -42.8% | -27.8% | -15.0% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling