+42.7%
MKSI vs FFIV
+33.5%
+9.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -10.7% | -9.8% | -0.9% | -7.3% |
| 30D | -30.5% | -28.1% | -2.4% | -23.0% |
| 3M | -39.2% | -20.0% | -19.1% | -36.0% |
| 6M | -33.0% | -0.1% | -33.0% | -33.9% |
| YTD | +22.3% | +29.2% | -6.9% | +5.7% |
| 1Y | +42.7% | +36.6% | +6.1% | +20.5% |
| All | +42.7% | +33.5% | +9.2% | +20.5% |
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