+514.9%
MKSI vs D
+36.8%
+478.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.4% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | -12.8% | -4.5% | -8.3% | -11.6% |
| 3M | -22.5% | -2.5% | -20.0% | -22.1% |
| 6M | +19.4% | +5.5% | +13.8% | +16.5% |
| YTD | +67.7% | +13.3% | +54.5% | +59.8% |
| 1Y | +131.4% | +11.8% | +119.6% | +120.8% |
| 3Y | +197.3% | +56.7% | +140.6% | +143.9% |
| 5Y | +87.0% | +4.3% | +82.7% | +78.6% |
| All | +514.9% | +36.8% | +478.1% | +461.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling