+197.3%
MKSI vs BTDR
+4.4%
+193.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.5% |
| 7D | +2.7% | -3.4% | +6.1% | +3.3% |
| 30D | -12.8% | +32.6% | -45.4% | -17.2% |
| 3M | -22.5% | -32.2% | +9.7% | -18.8% |
| 6M | +19.4% | +52.4% | -33.0% | +9.3% |
| YTD | +67.7% | +6.7% | +61.0% | +59.7% |
| 1Y | +131.4% | -15.2% | +146.6% | +122.6% |
| 3Y | +197.3% | +14.9% | +182.4% | +138.0% |
| All | +197.3% | +4.4% | +193.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling