+68.3%
MA vs MKSI
+86.0%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -3.5% | +6.6% | -10.1% | -4.4% |
| 30D | +0.8% | -8.2% | +9.0% | +1.8% |
| 3M | +14.8% | -16.4% | +31.2% | +15.5% |
| 6M | +10.0% | +23.0% | -13.0% | +2.4% |
| YTD | -0.1% | +68.2% | -68.3% | -13.1% |
| 1Y | -2.2% | +148.6% | -150.8% | -22.4% |
| 3Y | +39.3% | +196.0% | -156.7% | -3.1% |
| All | +68.3% | +86.0% | -17.7% | +31.5% |
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