+90.1%
FOXA vs MKSI
+242.8%
-152.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.5% |
| 7D | -3.7% | +4.9% | -8.6% | -4.6% |
| 30D | +5.4% | -11.0% | +16.3% | +7.4% |
| 3M | -3.7% | -17.1% | +13.4% | -2.9% |
| 6M | +12.6% | +16.4% | -3.9% | +4.7% |
| YTD | -10.0% | +64.3% | -74.3% | -23.2% |
| 1Y | +15.0% | +137.7% | -122.7% | -11.0% |
| 3Y | +115.1% | +189.1% | -74.0% | +47.4% |
| 5Y | +93.0% | +83.1% | +9.9% | +43.4% |
| All | +90.1% | +242.8% | -152.7% | +3.0% |
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