+131.4%
MKSI vs D
+13.5%
+117.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.0% |
| 7D | +2.7% | -2.2% | +4.9% | +2.5% |
| 30D | -12.8% | -4.5% | -8.3% | -13.1% |
| 3M | -22.5% | -2.5% | -20.0% | -22.9% |
| 6M | +19.4% | +5.5% | +13.8% | +18.5% |
| YTD | +67.7% | +13.3% | +54.5% | +68.7% |
| 1Y | +131.4% | +11.8% | +119.6% | +136.1% |
| All | +131.4% | +13.5% | +117.9% | +136.1% |
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