+42.7%
MKSI vs BB
+88.0%
-45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.0% | -11.9% | -7.2% |
| 7D | -10.7% | -6.8% | -3.9% | -8.7% |
| 30D | -30.5% | -3.5% | -27.0% | -29.8% |
| 3M | -39.2% | -1.2% | -37.9% | -39.3% |
| 6M | -33.0% | +57.0% | -90.0% | -37.1% |
| YTD | +22.3% | +131.1% | -108.8% | +2.9% |
| 1Y | +42.7% | +87.6% | -44.9% | +26.3% |
| All | +42.7% | +88.0% | -45.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling