+9,249.9%
FIX vs MKSI
+1,773.7%
+7,476.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.5% |
| 7D | +9.4% | +12.2% | -2.7% | +5.5% |
| 30D | -27.8% | -8.0% | -19.7% | -25.2% |
| 3M | -35.6% | -29.5% | -6.0% | -27.3% |
| 6M | -45.2% | -31.9% | -13.3% | -37.6% |
| YTD | +19.5% | +35.3% | -15.8% | +10.7% |
| 1Y | +24.2% | +50.3% | -26.0% | +11.7% |
| 3Y | +494.2% | +216.4% | +277.8% | +318.9% |
| 5Y | +1,036.1% | +34.4% | +1,001.7% | +877.9% |
| 10Y | +3,599.0% | +348.6% | +3,250.4% | +2,056.0% |
| All | +9,249.9% | +1,773.7% | +7,476.2% | +3,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling