+84.3%
MKSI vs BG
+81.8%
+2.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | +2.7% | +3.1% | -0.4% | +1.8% |
| 30D | -12.8% | +10.2% | -23.0% | -15.3% |
| 3M | -22.5% | -1.7% | -20.8% | -22.4% |
| 6M | +19.4% | +1.0% | +18.4% | +18.1% |
| YTD | +67.7% | +39.9% | +27.8% | +49.4% |
| 1Y | +131.4% | +53.2% | +78.2% | +98.6% |
| 3Y | +197.3% | +16.3% | +181.1% | +170.5% |
| All | +84.3% | +81.8% | +2.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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