+131.4%
MKSI vs BR
-31.7%
+163.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +1.8% |
| 7D | +2.7% | -3.0% | +5.7% | +0.2% |
| 30D | -12.8% | -0.3% | -12.5% | -12.5% |
| 3M | -22.5% | +17.3% | -39.8% | -8.6% |
| 6M | +19.4% | -6.7% | +26.1% | +23.3% |
| YTD | +67.7% | -23.4% | +91.2% | +55.3% |
| 1Y | +131.4% | -32.7% | +164.1% | +80.8% |
| All | +131.4% | -31.7% | +163.1% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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