+197.3%
MKSI vs D
+58.3%
+139.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | -12.8% | -4.5% | -8.3% | -12.6% |
| 3M | -22.5% | -2.5% | -20.0% | -22.5% |
| 6M | +19.4% | +5.5% | +13.8% | +18.4% |
| YTD | +67.7% | +13.3% | +54.5% | +65.4% |
| 1Y | +131.4% | +11.8% | +119.6% | +128.5% |
| 3Y | +197.3% | +56.7% | +140.6% | +166.6% |
| All | +197.3% | +58.3% | +139.0% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling