+514.9%
MKSI vs FN
+954.1%
-439.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.7% |
| 7D | +2.7% | +1.8% | +0.9% | +1.8% |
| 30D | -12.8% | -27.5% | +14.7% | +2.0% |
| 3M | -22.5% | -28.8% | +6.3% | -9.0% |
| 6M | +19.4% | -20.9% | +40.3% | +28.6% |
| YTD | +67.7% | -8.9% | +76.7% | +64.8% |
| 1Y | +131.4% | +14.5% | +116.9% | +99.5% |
| 3Y | +197.3% | +172.6% | +24.7% | +52.5% |
| 5Y | +87.0% | +300.6% | -213.6% | -25.8% |
| All | +514.9% | +954.1% | -439.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling