+2,564.2%
MAR vs MKSI
+2,229.0%
+335.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -0.5% | +6.6% | -7.1% | -2.2% |
| 30D | -4.7% | -8.2% | +3.6% | -2.8% |
| 3M | -15.6% | -16.4% | +0.8% | -14.0% |
| 6M | +1.2% | +23.0% | -21.7% | -7.7% |
| YTD | +7.5% | +68.2% | -60.7% | -10.5% |
| 1Y | +26.6% | +148.6% | -121.9% | -6.4% |
| 3Y | +66.0% | +196.0% | -130.0% | +10.7% |
| 5Y | +154.1% | +87.4% | +66.7% | +85.2% |
| 10Y | +441.9% | +523.8% | -81.9% | +176.6% |
| All | +2,564.2% | +2,229.0% | +335.3% | +752.2% |
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