+42.7%
MKSI vs DTE
+5.6%
+37.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -4.8% |
| 7D | -10.7% | +4.2% | -14.9% | -10.5% |
| 30D | -30.5% | +10.0% | -40.5% | -30.7% |
| 3M | -39.2% | -2.1% | -37.1% | -38.7% |
| 6M | -33.0% | -4.7% | -28.4% | -32.9% |
| YTD | +22.3% | +9.3% | +13.0% | +15.3% |
| 1Y | +42.7% | +6.6% | +36.1% | +36.0% |
| All | +42.7% | +5.6% | +37.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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