+1,164.0%
MKSI vs BR
+1,278.7%
-114.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +2.7% | -3.0% | +5.7% | +4.4% |
| 30D | -12.8% | -0.3% | -12.5% | -13.3% |
| 3M | -22.5% | +17.3% | -39.8% | -32.0% |
| 6M | +19.4% | -6.7% | +26.1% | +18.9% |
| YTD | +67.7% | -23.4% | +91.2% | +85.8% |
| 1Y | +131.4% | -32.7% | +164.1% | +177.5% |
| 3Y | +197.3% | -5.9% | +203.2% | +184.6% |
| 5Y | +87.0% | +8.4% | +78.5% | +62.2% |
| 10Y | +522.1% | +189.2% | +332.9% | +200.5% |
| All | +1,164.0% | +1,278.7% | -114.8% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling