+146.1%
MKSI vs DBX
+22.6%
+123.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +2.7% | +2.1% | +0.6% | +1.8% |
| 30D | -12.8% | +5.7% | -18.5% | -15.1% |
| 3M | -22.5% | +31.8% | -54.3% | -32.2% |
| 6M | +19.4% | +37.5% | -18.1% | +0.3% |
| YTD | +67.7% | +27.9% | +39.8% | +44.6% |
| 1Y | +131.4% | +15.0% | +116.4% | +107.7% |
| 3Y | +197.3% | +27.2% | +170.1% | +145.8% |
| 5Y | +87.0% | +12.8% | +74.2% | +58.7% |
| All | +146.1% | +22.6% | +123.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling