+193.1%
MKSI vs FN
+175.0%
+18.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.8% |
| 7D | +7.7% | +3.5% | +4.2% | +5.8% |
| 30D | -12.9% | -26.0% | +13.1% | +1.1% |
| 3M | -14.8% | -33.3% | +18.4% | +3.5% |
| 6M | +26.6% | -14.9% | +41.6% | +30.4% |
| YTD | +66.6% | -8.6% | +75.1% | +61.6% |
| 1Y | +144.6% | +12.3% | +132.2% | +107.8% |
| 3Y | +193.1% | +174.4% | +18.8% | +38.4% |
| All | +193.1% | +175.0% | +18.1% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling