+136.0%
GOOG vs MKSI
+84.1%
+51.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | 0.0% | +2.7% | -2.6% | -0.7% |
| 30D | -2.0% | -12.8% | +10.8% | +1.4% |
| 3M | -5.9% | -22.5% | +16.7% | -1.5% |
| 6M | +8.9% | +19.4% | -10.5% | -1.1% |
| YTD | +7.1% | +67.7% | -60.6% | -13.6% |
| 1Y | +39.7% | +131.4% | -91.7% | +0.5% |
| 3Y | +145.8% | +197.3% | -51.5% | +46.5% |
| All | +136.0% | +84.1% | +51.9% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling