+84.3%
MKSI vs FFIV
+101.9%
-17.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | -0.7% |
| 7D | +2.7% | +5.4% | -2.8% | -1.8% |
| 30D | -12.8% | -2.7% | -10.1% | -11.1% |
| 3M | -22.5% | +4.5% | -27.1% | -25.7% |
| 6M | +19.4% | +42.2% | -22.8% | -13.1% |
| YTD | +67.7% | +61.3% | +6.4% | +7.4% |
| 1Y | +131.4% | +23.0% | +108.4% | +87.2% |
| 3Y | +197.3% | +156.3% | +41.1% | +23.6% |
| All | +84.3% | +101.9% | -17.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling