+131.4%
MKSI vs DRI
+2.4%
+129.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.1% |
| 7D | +2.7% | -3.2% | +5.9% | +2.7% |
| 30D | -12.8% | -7.8% | -5.0% | -12.7% |
| 3M | -22.5% | +0.4% | -22.9% | -22.2% |
| 6M | +19.4% | +4.8% | +14.6% | +18.7% |
| YTD | +67.7% | +16.7% | +51.0% | +65.6% |
| 1Y | +131.4% | +1.5% | +129.9% | +110.0% |
| All | +131.4% | +2.4% | +129.0% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling