+514.9%
MKSI vs BN
+265.2%
+249.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.7% |
| 7D | +2.7% | -5.2% | +7.9% | +7.2% |
| 30D | -12.8% | -14.5% | +1.7% | -1.2% |
| 3M | -22.5% | -15.0% | -7.5% | -12.0% |
| 6M | +19.4% | -5.4% | +24.8% | +23.8% |
| YTD | +67.7% | -16.4% | +84.2% | +90.8% |
| 1Y | +131.4% | -16.2% | +147.6% | +163.6% |
| 3Y | +197.3% | +67.5% | +129.8% | +98.2% |
| 5Y | +87.0% | +34.1% | +52.8% | +46.6% |
| All | +514.9% | +265.2% | +249.8% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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