+2,015.7%
MKSI vs FLR
+579.2%
+1,436.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +2.7% | -3.5% | +6.2% | +3.9% |
| 30D | -12.8% | +4.2% | -17.0% | -14.1% |
| 3M | -22.5% | +8.1% | -30.6% | -24.2% |
| 6M | +19.4% | +21.5% | -2.1% | +11.9% |
| YTD | +67.7% | +36.8% | +31.0% | +51.2% |
| 1Y | +131.4% | +31.2% | +100.2% | +111.0% |
| 3Y | +197.3% | +53.9% | +143.4% | +153.4% |
| 5Y | +87.0% | +243.0% | -156.1% | +20.9% |
| 10Y | +522.1% | +18.8% | +503.3% | +354.8% |
| All | +2,015.7% | +579.2% | +1,436.4% | +749.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling