+254.4%
MKSI vs FND
+54.9%
+199.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +4.9% | -5.1% | +10.0% | +7.3% |
| 30D | -11.0% | -22.5% | +11.6% | -0.6% |
| 3M | -17.1% | -5.0% | -12.1% | -16.7% |
| 6M | +16.4% | -21.5% | +38.0% | +26.2% |
| YTD | +64.3% | -23.0% | +87.3% | +77.7% |
| 1Y | +137.7% | -44.9% | +182.6% | +198.3% |
| 3Y | +189.1% | -50.0% | +239.1% | +271.1% |
| 5Y | +83.1% | -63.3% | +146.5% | +154.0% |
| All | +254.4% | +54.9% | +199.5% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling