+83.1%
MKSI vs FIVE
+30.6%
+52.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.2% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | -11.0% | +3.0% | -14.0% | -12.6% |
| 3M | -17.1% | +23.2% | -40.3% | -25.4% |
| 6M | +16.4% | +9.2% | +7.3% | +9.3% |
| YTD | +64.3% | +28.1% | +36.2% | +43.1% |
| 1Y | +137.7% | +65.3% | +72.5% | +83.7% |
| 3Y | +189.1% | +49.4% | +139.7% | +106.4% |
| 5Y | +83.1% | +29.5% | +53.6% | +34.3% |
| All | +83.1% | +30.6% | +52.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling