+13,422.3%
FIX vs MKSI
+2,161.7%
+11,260.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.5% |
| 7D | +6.0% | +1.8% | +4.3% | +5.4% |
| 30D | -7.2% | -16.8% | +9.5% | -1.7% |
| 3M | -15.9% | -21.1% | +5.2% | -9.3% |
| 6M | +12.7% | +10.8% | +1.9% | +9.7% |
| YTD | +72.8% | +63.3% | +9.5% | +49.6% |
| 1Y | +122.9% | +157.0% | -34.1% | +67.5% |
| 3Y | +774.3% | +163.7% | +610.6% | +537.5% |
| 5Y | +2,049.5% | +82.0% | +1,967.5% | +1,573.5% |
| 10Y | +5,821.5% | +467.2% | +5,354.3% | +3,083.0% |
| All | +13,422.3% | +2,161.7% | +11,260.6% | +5,202.3% |
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 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