+1,759.9%
MKSI vs EFV
+255.9%
+1,504.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.0% |
| 7D | +2.7% | -0.8% | +3.5% | +3.5% |
| 30D | -12.8% | +0.6% | -13.4% | -13.4% |
| 3M | -22.5% | +7.5% | -30.0% | -27.9% |
| 6M | +19.4% | +13.0% | +6.4% | +6.4% |
| YTD | +67.7% | +18.3% | +49.4% | +42.9% |
| 1Y | +131.4% | +26.7% | +104.7% | +84.6% |
| 3Y | +197.3% | +89.6% | +107.8% | +63.5% |
| 5Y | +87.0% | +98.2% | -11.3% | +0.9% |
| 10Y | +522.1% | +167.4% | +354.7% | +172.0% |
| All | +1,759.9% | +255.9% | +1,504.0% | +549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling