+930.9%
MKSI vs ESI
+208.0%
+722.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | 0.0% |
| 7D | +4.9% | -2.3% | +7.2% | +6.1% |
| 30D | -11.0% | -9.0% | -1.9% | -6.4% |
| 3M | -17.1% | -13.3% | -3.8% | -9.5% |
| 6M | +16.4% | +5.3% | +11.1% | +15.3% |
| YTD | +64.3% | +37.6% | +26.7% | +42.4% |
| 1Y | +137.7% | +33.6% | +104.1% | +110.0% |
| 3Y | +189.1% | +75.8% | +113.3% | +134.7% |
| 5Y | +83.1% | +68.6% | +14.5% | +53.0% |
| 10Y | +509.4% | +301.8% | +207.6% | +286.0% |
| All | +930.9% | +208.0% | +722.9% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling