+2,229.0%
MKSI vs DRI
+3,055.5%
-826.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +6.6% | -4.8% | +11.5% | +8.6% |
| 30D | -8.2% | -3.9% | -4.3% | -7.0% |
| 3M | -16.4% | +5.1% | -21.5% | -18.8% |
| 6M | +23.0% | +5.5% | +17.5% | +19.0% |
| YTD | +68.2% | +16.5% | +51.7% | +56.1% |
| 1Y | +148.6% | +2.0% | +146.6% | +141.6% |
| 3Y | +196.0% | +54.5% | +141.5% | +143.0% |
| 5Y | +87.4% | +66.6% | +20.8% | +50.2% |
| 10Y | +523.8% | +353.6% | +170.2% | +215.3% |
| All | +2,229.0% | +3,055.5% | -826.5% | +560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling