+13,824.1%
MA vs MKSI
+1,447.0%
+12,377.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.4% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | +1.5% | -16.8% | +18.3% | +6.5% |
| 3M | +20.4% | -21.1% | +41.5% | +24.3% |
| 6M | +11.1% | +10.8% | +0.3% | +1.2% |
| YTD | +2.0% | +63.3% | -61.4% | -19.1% |
| 1Y | -2.2% | +157.0% | -159.1% | -34.7% |
| 3Y | +41.9% | +163.7% | -121.8% | -16.2% |
| 5Y | +75.4% | +82.0% | -6.6% | +12.6% |
| 10Y | +527.5% | +467.2% | +60.4% | +126.9% |
| All | +13,824.1% | +1,447.0% | +12,377.2% | +2,963.2% |
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