+84.3%
MKSI vs FTI
+1,066.8%
-982.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +2.7% | -4.4% | +7.1% | +4.4% |
| 30D | -12.8% | +1.5% | -14.3% | -13.2% |
| 3M | -22.5% | +8.2% | -30.7% | -25.0% |
| 6M | +19.4% | +18.8% | +0.6% | +11.0% |
| YTD | +67.7% | +71.7% | -4.0% | +36.5% |
| 1Y | +131.4% | +90.0% | +41.4% | +80.8% |
| 3Y | +197.3% | +270.5% | -73.2% | +88.4% |
| All | +84.3% | +1,066.8% | -982.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling