+514.9%
MKSI vs BTG
+159.3%
+355.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.7% | -3.8% | +6.4% | +3.3% |
| 30D | -12.8% | +3.6% | -16.4% | -13.4% |
| 3M | -22.5% | +32.0% | -54.5% | -26.1% |
| 6M | +19.4% | +3.4% | +16.0% | +17.6% |
| YTD | +67.7% | +20.8% | +46.9% | +61.4% |
| 1Y | +131.4% | +22.4% | +109.0% | +121.4% |
| 3Y | +197.3% | +91.7% | +105.6% | +163.8% |
| 5Y | +87.0% | +79.0% | +8.0% | +66.0% |
| All | +514.9% | +159.3% | +355.7% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling