+2,206.8%
MKSI vs ES
+1,096.0%
+1,110.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | +7.7% | +1.4% | +6.3% | +7.1% |
| 30D | -12.9% | -1.2% | -11.7% | -12.5% |
| 3M | -14.8% | +5.0% | -19.8% | -17.2% |
| 6M | +26.6% | -2.8% | +29.5% | +26.8% |
| YTD | +66.6% | +8.6% | +58.0% | +58.5% |
| 1Y | +144.6% | +18.9% | +125.6% | +120.8% |
| 3Y | +193.1% | +32.1% | +161.0% | +143.9% |
| 5Y | +88.6% | -5.1% | +93.7% | +81.0% |
| 10Y | +490.9% | +84.2% | +406.7% | +295.8% |
| All | +2,206.8% | +1,096.0% | +1,110.8% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling