+9.1%
IR vs MKSI
+40.1%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.5% | +0.5% |
| 7D | +11.6% | -10.7% | +22.2% | +13.8% |
| 30D | +7.2% | -30.5% | +37.7% | +14.3% |
| 3M | -5.9% | -39.2% | +33.3% | +2.6% |
| 6M | +11.5% | -33.0% | +44.5% | +14.7% |
| YTD | +6.3% | +22.3% | -16.0% | -4.0% |
| 1Y | +9.1% | +42.7% | -33.6% | -2.7% |
| All | +9.1% | +40.1% | -31.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling