+3,367.2%
MKSI vs DKS
+6,103.2%
-2,736.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.6% |
| 7D | +2.7% | -3.0% | +5.6% | +3.8% |
| 30D | -12.8% | -33.4% | +20.6% | -1.6% |
| 3M | -22.5% | -39.4% | +16.8% | -10.1% |
| 6M | +19.4% | -30.1% | +49.5% | +30.8% |
| YTD | +67.7% | -31.0% | +98.7% | +84.4% |
| 1Y | +131.4% | -40.2% | +171.6% | +168.5% |
| 3Y | +197.3% | +30.9% | +166.4% | +156.2% |
| 5Y | +87.0% | +14.0% | +72.9% | +61.4% |
| 10Y | +522.1% | +202.1% | +320.0% | +223.1% |
| All | +3,367.2% | +6,103.2% | -2,736.0% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling