+2,175.0%
MKSI vs DD
+421.7%
+1,753.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +4.9% | -2.9% | +7.8% | +6.5% |
| 30D | -11.0% | -11.5% | +0.5% | -5.2% |
| 3M | -17.1% | -5.4% | -11.7% | -14.6% |
| 6M | +16.4% | -6.9% | +23.3% | +20.9% |
| YTD | +64.3% | +6.9% | +57.4% | +58.7% |
| 1Y | +137.7% | +35.6% | +102.1% | +102.8% |
| 3Y | +189.1% | +42.5% | +146.6% | +144.1% |
| 5Y | +83.1% | +58.5% | +24.7% | +48.5% |
| 10Y | +509.4% | +65.7% | +443.6% | +369.9% |
| All | +2,175.0% | +421.7% | +1,753.3% | +1,531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling