+273.7%
IR vs MKSI
+257.3%
+16.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | -4.5% | +2.7% | -7.2% | -5.3% |
| 30D | -13.9% | -12.8% | -1.1% | -10.4% |
| 3M | -0.3% | -22.5% | +22.2% | +5.2% |
| 6M | -14.3% | +19.4% | -33.7% | -22.5% |
| YTD | -7.9% | +67.7% | -75.6% | -26.4% |
| 1Y | -9.9% | +131.4% | -141.3% | -36.6% |
| 3Y | +6.5% | +197.3% | -190.8% | -35.8% |
| 5Y | +34.0% | +87.0% | -52.9% | -9.0% |
| All | +273.7% | +257.3% | +16.4% | +89.9% |
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