+131.4%
MKSI vs FIVE
+66.5%
+64.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | +2.7% | -3.0% | +5.7% | +4.0% |
| 30D | -12.8% | +2.7% | -15.5% | -14.3% |
| 3M | -22.5% | +21.1% | -43.6% | -29.4% |
| 6M | +19.4% | +11.9% | +7.5% | +11.0% |
| YTD | +67.7% | +29.9% | +37.9% | +40.7% |
| 1Y | +131.4% | +67.8% | +63.6% | +56.7% |
| All | +131.4% | +66.5% | +64.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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