+1,203.7%
MKSI vs FN
+2,895.3%
-1,691.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | +0.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.0% |
| 30D | -8.0% | -16.5% | +8.5% | -1.6% |
| 3M | -29.5% | -42.1% | +12.6% | -13.8% |
| 6M | -31.9% | -52.9% | +21.0% | -10.8% |
| YTD | +35.3% | -28.0% | +63.3% | +48.1% |
| 1Y | +50.3% | -18.5% | +68.8% | +56.7% |
| 3Y | +216.4% | +93.9% | +122.5% | +134.6% |
| 5Y | +34.4% | +170.5% | -136.1% | -13.0% |
| 10Y | +348.6% | +704.1% | -355.4% | +112.9% |
| All | +1,203.7% | +2,895.3% | -1,691.5% | +409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling