+23.0%
MKSI vs FFIV
+43.7%
-20.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -1.0% |
| 7D | +6.6% | +3.5% | +3.2% | +4.7% |
| 30D | -8.2% | -1.3% | -6.9% | -7.7% |
| 3M | -16.4% | +2.4% | -18.8% | -16.0% |
| 6M | +23.0% | +41.8% | -18.8% | +12.6% |
| All | +23.0% | +43.7% | -20.8% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling