+197.3%
MKSI vs ED
+33.0%
+164.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +1.9% |
| 7D | +2.7% | -0.8% | +3.5% | +2.0% |
| 30D | -12.8% | -0.4% | -12.4% | -13.0% |
| 3M | -22.5% | +0.5% | -23.0% | -21.6% |
| 6M | +19.4% | -3.1% | +22.5% | +18.3% |
| YTD | +67.7% | +9.8% | +57.9% | +81.9% |
| 1Y | +131.4% | +12.6% | +118.8% | +157.1% |
| 3Y | +197.3% | +31.4% | +165.9% | +227.7% |
| All | +197.3% | +33.0% | +164.3% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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