+2,175.0%
MKSI vs FDS
+2,507.6%
-332.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | +0.3% |
| 7D | +4.9% | -16.0% | +20.9% | +13.1% |
| 30D | -11.0% | -6.7% | -4.2% | -9.0% |
| 3M | -17.1% | +6.0% | -23.0% | -23.3% |
| 6M | +16.4% | +25.1% | -8.7% | -3.4% |
| YTD | +64.3% | -8.1% | +72.4% | +54.7% |
| 1Y | +137.7% | -26.0% | +163.8% | +143.9% |
| 3Y | +189.1% | -36.4% | +225.5% | +219.4% |
| 5Y | +83.1% | -27.7% | +110.9% | +88.8% |
| 10Y | +509.4% | +66.1% | +443.2% | +313.8% |
| All | +2,175.0% | +2,507.6% | -332.6% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling