+514.9%
MKSI vs FDS
+64.8%
+450.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +2.7% | -14.0% | +16.7% | +8.5% |
| 30D | -12.8% | -6.2% | -6.6% | -11.4% |
| 3M | -22.5% | +10.2% | -32.7% | -28.9% |
| 6M | +19.4% | +27.4% | -8.1% | -2.1% |
| YTD | +67.7% | -9.3% | +77.0% | +62.8% |
| 1Y | +131.4% | -28.6% | +160.1% | +155.8% |
| 3Y | +197.3% | -36.8% | +234.1% | +252.7% |
| 5Y | +87.0% | -28.6% | +115.6% | +100.6% |
| All | +514.9% | +64.8% | +450.1% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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