+9,654.4%
FIX vs MKSI
+1,863.6%
+7,790.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.8% | +3.1% |
| 7D | +6.4% | +15.9% | -9.5% | +1.7% |
| 30D | -29.1% | -9.6% | -19.5% | -26.2% |
| 3M | -31.1% | -23.2% | -8.0% | -24.5% |
| 6M | -42.8% | -29.2% | -13.6% | -35.7% |
| YTD | +24.6% | +41.8% | -17.2% | +13.7% |
| 1Y | +21.9% | +48.7% | -26.7% | +9.9% |
| 3Y | +524.9% | +225.3% | +299.6% | +336.2% |
| 5Y | +1,092.2% | +43.6% | +1,048.7% | +905.3% |
| 10Y | +3,759.0% | +370.2% | +3,388.9% | +2,115.0% |
| All | +9,654.4% | +1,863.6% | +7,790.8% | +3,931.5% |
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 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