+84.3%
MKSI vs DAR
-9.0%
+93.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.9% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -12.8% | +2.6% | -15.4% | -14.0% |
| 3M | -22.5% | +14.2% | -36.7% | -27.3% |
| 6M | +19.4% | +17.2% | +2.2% | +10.1% |
| YTD | +67.7% | +80.9% | -13.1% | +28.1% |
| 1Y | +131.4% | +104.0% | +27.4% | +66.1% |
| 3Y | +197.3% | +3.6% | +193.7% | +171.0% |
| All | +84.3% | -9.0% | +93.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling