+83.1%
MKSI vs FN
+280.2%
-197.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -0.5% |
| 7D | +4.9% | +2.3% | +2.6% | +3.7% |
| 30D | -11.0% | -23.2% | +12.2% | +1.0% |
| 3M | -17.1% | -30.4% | +13.3% | -1.5% |
| 6M | +16.4% | -25.6% | +42.0% | +29.1% |
| YTD | +64.3% | -11.3% | +75.6% | +63.1% |
| 1Y | +137.7% | +8.4% | +129.3% | +109.3% |
| 3Y | +189.1% | +166.2% | +22.9% | +49.0% |
| 5Y | +83.1% | +290.3% | -207.2% | -26.1% |
| All | +83.1% | +280.2% | -197.1% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling