+2,229.0%
MKSI vs FE
+449.2%
+1,779.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.6% | -0.2% | +6.8% | +6.7% |
| 30D | -8.2% | -1.2% | -7.1% | -7.9% |
| 3M | -16.4% | +1.7% | -18.1% | -17.2% |
| 6M | +23.0% | -7.5% | +30.4% | +25.6% |
| YTD | +68.2% | +6.3% | +61.9% | +63.5% |
| 1Y | +148.6% | +10.9% | +137.7% | +137.7% |
| 3Y | +196.0% | +46.9% | +149.0% | +150.2% |
| 5Y | +87.4% | +47.6% | +39.8% | +57.3% |
| 10Y | +523.8% | +114.5% | +409.3% | +348.9% |
| All | +2,229.0% | +449.2% | +1,779.7% | +1,558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling