+19.4%
MKSI vs BTDR
+57.4%
-38.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +0.9% |
| 7D | +2.7% | -3.4% | +6.1% | +3.8% |
| 30D | -12.8% | +32.6% | -45.4% | -21.3% |
| 3M | -22.5% | -32.2% | +9.7% | -18.6% |
| 6M | +19.4% | +52.4% | -33.0% | -8.0% |
| All | +19.4% | +57.4% | -38.0% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling