+84.3%
MKSI vs DG
-37.9%
+122.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +2.7% | -6.5% | +9.2% | +3.1% |
| 30D | -12.8% | +4.2% | -17.0% | -13.1% |
| 3M | -22.5% | +9.5% | -32.0% | -23.4% |
| 6M | +19.4% | -13.1% | +32.5% | +20.7% |
| YTD | +67.7% | -4.8% | +72.6% | +67.7% |
| 1Y | +131.4% | +20.6% | +110.8% | +124.7% |
| 3Y | +197.3% | +4.9% | +192.4% | +191.2% |
| All | +84.3% | -37.9% | +122.2% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling