+514.9%
MKSI vs FTI
+305.3%
+209.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +2.7% | -4.4% | +7.1% | +4.2% |
| 30D | -12.8% | +1.5% | -14.3% | -13.2% |
| 3M | -22.5% | +8.2% | -30.7% | -24.8% |
| 6M | +19.4% | +18.8% | +0.6% | +11.8% |
| YTD | +67.7% | +71.7% | -4.0% | +39.2% |
| 1Y | +131.4% | +90.0% | +41.4% | +85.0% |
| 3Y | +197.3% | +270.5% | -73.2% | +91.6% |
| 5Y | +87.0% | +1,084.5% | -997.6% | -20.3% |
| All | +514.9% | +305.3% | +209.7% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling