+1,908.3%
MKSI vs DG
+551.9%
+1,356.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +4.9% | -6.3% | +11.2% | +6.5% |
| 30D | -11.0% | +2.4% | -13.4% | -11.7% |
| 3M | -17.1% | +12.4% | -29.5% | -20.3% |
| 6M | +16.4% | -14.9% | +31.4% | +19.6% |
| YTD | +64.3% | -6.1% | +70.3% | +64.0% |
| 1Y | +137.7% | +17.9% | +119.9% | +121.3% |
| 3Y | +189.1% | +3.1% | +186.0% | +164.0% |
| 5Y | +83.1% | -38.7% | +121.8% | +97.5% |
| 10Y | +509.4% | +99.6% | +409.7% | +343.7% |
| All | +1,908.3% | +551.9% | +1,356.4% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling