+514.9%
MKSI vs BB
+1.6%
+513.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.6% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -12.8% | -12.5% | -0.3% | -9.6% |
| 3M | -22.5% | -17.4% | -5.1% | -18.6% |
| 6M | +19.4% | +119.1% | -99.8% | -5.8% |
| YTD | +67.7% | +102.4% | -34.7% | +35.1% |
| 1Y | +131.4% | +98.2% | +33.2% | +86.4% |
| 3Y | +197.3% | +46.9% | +150.4% | +145.5% |
| 5Y | +87.0% | -26.4% | +113.4% | +73.7% |
| All | +514.9% | +1.6% | +513.3% | +292.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling