+197.3%
MKSI vs DTE
+43.4%
+153.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.1% |
| 7D | +2.7% | -2.6% | +5.3% | +2.7% |
| 30D | -12.8% | -4.4% | -8.4% | -12.7% |
| 3M | -22.5% | -8.3% | -14.2% | -22.6% |
| 6M | +19.4% | -8.1% | +27.5% | +19.3% |
| YTD | +67.7% | +4.4% | +63.3% | +67.0% |
| 1Y | +131.4% | +0.2% | +131.2% | +130.3% |
| 3Y | +197.3% | +42.6% | +154.7% | +171.4% |
| All | +197.3% | +43.4% | +153.9% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling