+84.3%
MKSI vs DD
+56.1%
+28.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.3% |
| 7D | +2.7% | -3.5% | +6.2% | +5.8% |
| 30D | -12.8% | -11.7% | -1.1% | -2.9% |
| 3M | -22.5% | -9.2% | -13.3% | -15.9% |
| 6M | +19.4% | -7.2% | +26.6% | +26.5% |
| YTD | +67.7% | +6.6% | +61.1% | +56.1% |
| 1Y | +131.4% | +32.0% | +99.4% | +75.6% |
| 3Y | +197.3% | +42.1% | +155.2% | +110.4% |
| All | +84.3% | +56.1% | +28.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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