+157.0%
MKSI vs ES
+16.6%
+140.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.9% |
| 30D | -16.8% | -2.0% | -14.8% | -17.1% |
| 3M | -21.1% | +1.7% | -22.8% | -21.2% |
| 6M | +10.8% | -3.5% | +14.4% | +9.9% |
| YTD | +63.3% | +7.9% | +55.4% | +64.5% |
| 1Y | +157.0% | +17.2% | +139.8% | +166.0% |
| All | +157.0% | +16.6% | +140.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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