+514.9%
MKSI vs DGX
+255.3%
+259.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.4% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -12.8% | -1.2% | -11.6% | -12.4% |
| 3M | -22.5% | +15.8% | -38.3% | -27.9% |
| 6M | +19.4% | +18.2% | +1.2% | +9.6% |
| YTD | +67.7% | +37.2% | +30.5% | +43.2% |
| 1Y | +131.4% | +30.4% | +101.1% | +100.8% |
| 3Y | +197.3% | +96.7% | +100.6% | +103.3% |
| 5Y | +87.0% | +67.2% | +19.8% | +37.1% |
| All | +514.9% | +255.3% | +259.6% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling