+131.4%
MKSI vs FN
+10.7%
+120.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.8% |
| 7D | +2.7% | +1.8% | +0.9% | +1.8% |
| 30D | -12.8% | -27.5% | +14.7% | +1.3% |
| 3M | -22.5% | -28.8% | +6.3% | -10.1% |
| 6M | +19.4% | -20.9% | +40.3% | +27.4% |
| YTD | +67.7% | -8.9% | +76.7% | +63.7% |
| 1Y | +131.4% | +14.5% | +116.9% | +73.2% |
| All | +131.4% | +10.7% | +120.7% | +73.2% |
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 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