+131.4%
MKSI vs FFIV
+26.0%
+105.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.6% |
| 7D | +2.7% | +5.4% | -2.8% | +0.2% |
| 30D | -12.8% | -2.7% | -10.1% | -11.8% |
| 3M | -22.5% | +4.5% | -27.1% | -23.6% |
| 6M | +19.4% | +42.2% | -22.8% | +4.7% |
| YTD | +67.7% | +61.3% | +6.4% | +37.9% |
| 1Y | +131.4% | +23.0% | +108.4% | +115.1% |
| All | +131.4% | +26.0% | +105.4% | +115.1% |
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