+2,175.0%
MKSI vs BN
+9,995.7%
-7,820.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | +4.9% | -5.9% | +10.7% | +8.7% |
| 30D | -11.0% | -15.1% | +4.1% | -1.9% |
| 3M | -17.1% | -14.6% | -2.5% | -9.0% |
| 6M | +16.4% | -8.4% | +24.9% | +22.4% |
| YTD | +64.3% | -16.8% | +81.1% | +82.1% |
| 1Y | +137.7% | -14.4% | +152.1% | +159.9% |
| 3Y | +189.1% | +70.1% | +119.0% | +116.8% |
| 5Y | +83.1% | +33.5% | +49.6% | +58.3% |
| 10Y | +509.4% | +260.2% | +249.1% | +215.1% |
| All | +2,175.0% | +9,995.7% | -7,820.7% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling