+83.1%
MKSI vs D
+3.9%
+79.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +4.9% | -1.6% | +6.5% | +5.2% |
| 30D | -11.0% | -3.5% | -7.5% | -10.4% |
| 3M | -17.1% | -1.6% | -15.5% | -17.0% |
| 6M | +16.4% | +5.8% | +10.6% | +14.5% |
| YTD | +64.3% | +14.5% | +49.8% | +58.9% |
| 1Y | +137.7% | +14.2% | +123.6% | +129.8% |
| 3Y | +189.1% | +59.0% | +130.1% | +149.2% |
| 5Y | +83.1% | +5.4% | +77.7% | +77.6% |
| All | +83.1% | +3.9% | +79.2% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling