+84.3%
MKSI vs ESI
+67.8%
+16.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.6% |
| 7D | +2.7% | -4.6% | +7.3% | +7.4% |
| 30D | -12.8% | -10.5% | -2.3% | -2.9% |
| 3M | -22.5% | -19.8% | -2.7% | -3.0% |
| 6M | +19.4% | +5.8% | +13.6% | +12.4% |
| YTD | +67.7% | +38.3% | +29.4% | +18.6% |
| 1Y | +131.4% | +31.5% | +99.9% | +72.1% |
| 3Y | +197.3% | +80.7% | +116.6% | +67.3% |
| All | +84.3% | +67.8% | +16.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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