+42.7%
MKSI vs EFV
+25.8%
+16.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -9.5% |
| 7D | -10.7% | +2.9% | -13.6% | -14.6% |
| 30D | -30.5% | +3.6% | -34.1% | -34.3% |
| 3M | -39.2% | -0.1% | -39.0% | -39.2% |
| 6M | -33.0% | +9.6% | -42.6% | -42.2% |
| YTD | +22.3% | +17.0% | +5.3% | -4.7% |
| 1Y | +42.7% | +25.7% | +17.0% | +0.2% |
| All | +42.7% | +25.8% | +16.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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