+35.2%
LYFT vs MKSI
+190.8%
-155.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.2% |
| 7D | -8.4% | +2.7% | -11.1% | -9.3% |
| 30D | -7.6% | -12.8% | +5.2% | -3.4% |
| 3M | +11.7% | -22.5% | +34.3% | +17.6% |
| 6M | +15.1% | +19.4% | -4.3% | -3.0% |
| YTD | -20.9% | +67.7% | -88.6% | -45.0% |
| 1Y | -16.4% | +131.4% | -147.8% | -51.8% |
| 3Y | +35.2% | +197.3% | -162.1% | -46.0% |
| All | +35.2% | +190.8% | -155.6% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling