+343.7%
MKSI vs FN
+763.2%
-419.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.2% |
| 7D | +25.3% | +20.8% | +4.5% | +13.4% |
| 30D | -10.5% | -17.3% | +6.8% | -2.0% |
| 3M | -27.7% | -38.1% | +10.4% | -9.1% |
| 6M | -28.8% | -44.2% | +15.4% | -7.6% |
| YTD | +39.0% | -22.3% | +61.3% | +46.6% |
| 1Y | +45.2% | -20.9% | +66.1% | +50.8% |
| 3Y | +218.8% | +111.1% | +107.7% | +83.8% |
| 5Y | +38.1% | +191.8% | -153.7% | -36.5% |
| All | +343.7% | +763.2% | -419.5% | +24.9% |
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