+514.9%
MKSI vs DKS
+206.3%
+308.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | +2.7% | -2.0% | +4.7% | +3.3% |
| 30D | -12.8% | -32.7% | +19.9% | -2.7% |
| 3M | -22.5% | -38.8% | +16.3% | -11.3% |
| 6M | +19.4% | -29.4% | +48.8% | +29.5% |
| YTD | +67.7% | -30.3% | +98.0% | +82.5% |
| 1Y | +131.4% | -39.6% | +171.0% | +165.1% |
| 3Y | +197.3% | +32.2% | +165.1% | +163.4% |
| 5Y | +87.0% | +15.1% | +71.9% | +64.8% |
| All | +514.9% | +206.3% | +308.6% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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