+149.4%
MAR vs MKSI
+84.1%
+65.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | -5.4% | -12.8% | +7.4% | -2.5% |
| 3M | -15.5% | -22.5% | +7.0% | -12.5% |
| 6M | +3.0% | +19.4% | -16.4% | -6.3% |
| YTD | +8.5% | +67.7% | -59.2% | -11.2% |
| 1Y | +26.0% | +131.4% | -105.5% | -7.8% |
| 3Y | +68.6% | +197.3% | -128.7% | +4.9% |
| All | +149.4% | +84.1% | +65.3% | +84.5% |
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