+35.8%
IR vs MKSI
+84.1%
-48.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | -4.5% | +2.7% | -7.2% | -5.3% |
| 30D | -13.9% | -12.8% | -1.1% | -10.6% |
| 3M | -0.3% | -22.5% | +22.2% | +4.8% |
| 6M | -14.3% | +19.4% | -33.7% | -22.3% |
| YTD | -7.9% | +67.7% | -75.6% | -25.8% |
| 1Y | -9.9% | +131.4% | -141.3% | -35.8% |
| 3Y | +6.5% | +197.3% | -190.8% | -34.5% |
| All | +35.8% | +84.1% | -48.3% | -3.4% |
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