+157.0%
MKSI vs FFIV
+25.9%
+131.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +1.8% | -1.0% | +2.7% | +2.2% |
| 30D | -16.8% | -5.1% | -11.7% | -14.9% |
| 3M | -21.1% | -4.5% | -16.6% | -19.0% |
| 6M | +10.8% | +36.5% | -25.6% | -1.3% |
| YTD | +63.3% | +53.0% | +10.4% | +36.7% |
| 1Y | +157.0% | +24.2% | +132.8% | +128.7% |
| All | +157.0% | +25.9% | +131.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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