+84.3%
MKSI vs FND
-63.3%
+147.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | +2.7% | -5.8% | +8.4% | +5.7% |
| 30D | -12.8% | -20.2% | +7.4% | -2.8% |
| 3M | -22.5% | -12.0% | -10.6% | -19.1% |
| 6M | +19.4% | -18.5% | +37.9% | +28.0% |
| YTD | +67.7% | -22.3% | +90.0% | +81.6% |
| 1Y | +131.4% | -47.6% | +179.0% | +209.5% |
| 3Y | +197.3% | -49.8% | +247.1% | +289.3% |
| All | +84.3% | -63.3% | +147.6% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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