+514.9%
MKSI vs ES
+82.1%
+432.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +2.7% | -3.6% | +6.2% | +3.9% |
| 30D | -12.8% | -4.2% | -8.6% | -11.6% |
| 3M | -22.5% | +0.1% | -22.7% | -23.0% |
| 6M | +19.4% | -6.2% | +25.6% | +20.9% |
| YTD | +67.7% | +4.1% | +63.7% | +63.5% |
| 1Y | +131.4% | +10.2% | +121.2% | +118.6% |
| 3Y | +197.3% | +26.1% | +171.2% | +158.7% |
| 5Y | +87.0% | -5.3% | +92.3% | +82.0% |
| All | +514.9% | +82.1% | +432.9% | +451.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling