+42.7%
MKSI vs D
+23.9%
+18.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -3.6% |
| 7D | -10.7% | +8.5% | -19.2% | -8.4% |
| 30D | -30.5% | +14.3% | -44.8% | -28.1% |
| 3M | -39.2% | +1.8% | -40.9% | -37.7% |
| 6M | -33.0% | +13.0% | -46.1% | -31.3% |
| YTD | +22.3% | +22.7% | -0.4% | +27.4% |
| 1Y | +42.7% | +22.6% | +20.1% | +49.0% |
| All | +42.7% | +23.9% | +18.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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