+131.4%
MKSI vs FDS
-27.2%
+158.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.5% |
| 7D | +2.7% | -14.0% | +16.7% | -4.6% |
| 30D | -12.8% | -6.2% | -6.6% | -14.9% |
| 3M | -22.5% | +10.2% | -32.7% | -16.4% |
| 6M | +19.4% | +27.4% | -8.1% | +36.5% |
| YTD | +67.7% | -9.3% | +77.0% | +69.5% |
| 1Y | +131.4% | -28.6% | +160.1% | +111.2% |
| All | +131.4% | -27.2% | +158.6% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling