+197.3%
MKSI vs DG
+4.6%
+192.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +2.7% | -6.5% | +9.2% | +2.5% |
| 30D | -12.8% | +4.2% | -17.0% | -12.7% |
| 3M | -22.5% | +9.5% | -32.0% | -22.5% |
| 6M | +19.4% | -13.1% | +32.5% | +19.7% |
| YTD | +67.7% | -4.8% | +72.6% | +68.0% |
| 1Y | +131.4% | +20.6% | +110.8% | +131.4% |
| 3Y | +197.3% | +4.9% | +192.4% | +217.5% |
| All | +197.3% | +4.6% | +192.7% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling