+42.7%
MKSI vs DG
+45.3%
-2.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.5% | -13.5% | -2.4% |
| 7D | -10.7% | +12.3% | -22.9% | -7.3% |
| 30D | -30.5% | +19.3% | -49.8% | -26.8% |
| 3M | -39.2% | +11.9% | -51.0% | -36.5% |
| 6M | -33.0% | +25.0% | -58.0% | -29.1% |
| YTD | +22.3% | +8.7% | +13.6% | +29.5% |
| 1Y | +42.7% | +44.7% | -2.0% | +73.6% |
| All | +42.7% | +45.3% | -2.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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