+284.9%
IR vs MKSI
+254.9%
+30.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.3% |
| 7D | +0.6% | +7.7% | -7.1% | -1.8% |
| 30D | -13.6% | -12.9% | -0.7% | -10.1% |
| 3M | +3.7% | -14.8% | +18.5% | +6.0% |
| 6M | -13.1% | +26.6% | -39.7% | -22.9% |
| YTD | -5.1% | +66.6% | -71.7% | -24.1% |
| 1Y | -6.5% | +144.6% | -151.0% | -35.5% |
| 3Y | +8.5% | +193.1% | -184.6% | -34.3% |
| 5Y | +43.3% | +88.6% | -45.3% | -3.1% |
| All | +284.9% | +254.9% | +30.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling