+2,206.8%
MKSI vs D
+1,006.6%
+1,200.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +7.7% | +0.8% | +7.0% | +7.4% |
| 30D | -12.9% | -0.7% | -12.1% | -12.6% |
| 3M | -14.8% | +2.1% | -16.9% | -15.8% |
| 6M | +26.6% | +6.8% | +19.8% | +22.3% |
| YTD | +66.6% | +16.5% | +50.0% | +55.2% |
| 1Y | +144.6% | +19.2% | +125.4% | +125.1% |
| 3Y | +193.1% | +61.9% | +131.3% | +129.7% |
| 5Y | +88.6% | +6.5% | +82.1% | +74.7% |
| 10Y | +490.9% | +35.3% | +455.6% | +374.1% |
| All | +2,206.8% | +1,006.6% | +1,200.2% | +1,274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling