+70.7%
MA vs MKSI
+214.8%
-144.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +1.4% |
| 7D | +1.3% | +12.2% | -10.9% | +0.9% |
| 30D | +9.6% | -8.0% | +17.6% | +9.9% |
| 3M | +16.8% | -29.5% | +46.3% | +18.2% |
| 6M | +35.2% | -31.9% | +67.1% | +35.6% |
| YTD | +16.6% | +35.3% | -18.7% | +9.2% |
| 1Y | +19.8% | +50.3% | -30.5% | +10.9% |
| 3Y | +70.7% | +216.4% | -145.7% | +43.9% |
| All | +70.7% | +214.8% | -144.1% | +43.9% |
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 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