+92.4%
FOXA vs MKSI
+250.0%
-157.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +0.8% | +2.7% | -1.9% | +0.3% |
| 30D | +5.0% | -12.8% | +17.8% | +7.5% |
| 3M | -3.0% | -22.5% | +19.5% | -0.7% |
| 6M | +14.8% | +19.4% | -4.6% | +6.2% |
| YTD | -8.9% | +67.7% | -76.6% | -22.6% |
| 1Y | +13.3% | +131.4% | -118.1% | -11.7% |
| 3Y | +115.4% | +197.3% | -81.9% | +46.8% |
| 5Y | +95.3% | +87.0% | +8.3% | +44.5% |
| All | +92.4% | +250.0% | -157.6% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling