+42.7%
MKSI vs DAR
+63.3%
-20.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.6% |
| 7D | -10.7% | -5.7% | -5.0% | -9.8% |
| 30D | -30.5% | -16.6% | -13.9% | -28.5% |
| 3M | -39.2% | -13.1% | -26.1% | -37.8% |
| 6M | -33.0% | -18.8% | -14.3% | -30.6% |
| YTD | +22.3% | +45.3% | -23.0% | +10.2% |
| 1Y | +42.7% | +60.6% | -17.9% | +29.5% |
| All | +42.7% | +63.3% | -20.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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