+514.9%
MKSI vs FE
+114.2%
+400.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | -12.8% | -1.9% | -10.9% | -12.2% |
| 3M | -22.5% | -0.2% | -22.3% | -22.8% |
| 6M | +19.4% | -7.1% | +26.5% | +21.9% |
| YTD | +67.7% | +6.1% | +61.6% | +62.8% |
| 1Y | +131.4% | +10.1% | +121.3% | +121.0% |
| 3Y | +197.3% | +46.9% | +150.5% | +145.9% |
| 5Y | +87.0% | +50.0% | +37.0% | +52.2% |
| All | +514.9% | +114.2% | +400.7% | +421.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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