+83.1%
MKSI vs ES
-6.2%
+89.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.9% |
| 7D | +4.9% | -3.5% | +8.4% | +5.6% |
| 30D | -11.0% | -3.0% | -8.0% | -10.4% |
| 3M | -17.1% | -0.3% | -16.8% | -17.5% |
| 6M | +16.4% | -5.2% | +21.6% | +17.1% |
| YTD | +64.3% | +4.8% | +59.5% | +60.8% |
| 1Y | +137.7% | +12.7% | +125.0% | +125.5% |
| 3Y | +189.1% | +27.5% | +161.6% | +154.6% |
| 5Y | +83.1% | -4.7% | +87.8% | +78.9% |
| All | +83.1% | -6.2% | +89.3% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling