+50.3%
MKSI vs FN
-25.5%
+75.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | +1.2% |
| 7D | +12.2% | +0.3% | +11.9% | +11.8% |
| 30D | -8.0% | -16.5% | +8.5% | +0.1% |
| 3M | -29.5% | -42.1% | +12.6% | -9.4% |
| 6M | -31.9% | -52.9% | +21.0% | -5.9% |
| YTD | +35.3% | -28.0% | +63.3% | +47.7% |
| 1Y | +50.3% | -18.5% | +68.8% | +54.0% |
| All | +50.3% | -25.5% | +75.7% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling