+197.3%
MKSI vs DRI
+54.5%
+142.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | +2.7% | -3.2% | +5.9% | +3.8% |
| 30D | -12.8% | -7.8% | -5.0% | -10.4% |
| 3M | -22.5% | +0.4% | -22.9% | -23.3% |
| 6M | +19.4% | +4.8% | +14.6% | +15.7% |
| YTD | +67.7% | +16.7% | +51.0% | +53.8% |
| 1Y | +131.4% | +1.5% | +129.9% | +125.6% |
| 3Y | +197.3% | +56.3% | +141.1% | +132.5% |
| All | +197.3% | +54.5% | +142.8% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling