-3.5%
IR vs MKSI
+162.5%
-166.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.5% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | -15.1% | -16.8% | +1.6% | -12.4% |
| 3M | +6.1% | -21.1% | +27.2% | +8.4% |
| 6M | -16.8% | +10.8% | -27.7% | -22.6% |
| YTD | -3.5% | +63.3% | -66.9% | -16.3% |
| 1Y | -3.5% | +157.0% | -160.5% | -24.5% |
| All | -3.5% | +162.5% | -166.0% | -24.5% |
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 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