+514.9%
MKSI vs FWONK
+340.2%
+174.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -12.8% | -7.7% | -5.1% | -9.6% |
| 3M | -22.5% | +5.7% | -28.2% | -25.7% |
| 6M | +19.4% | +13.5% | +5.9% | +10.3% |
| YTD | +67.7% | -3.0% | +70.7% | +66.8% |
| 1Y | +131.4% | -6.4% | +137.8% | +133.9% |
| 3Y | +197.3% | +43.8% | +153.5% | +138.9% |
| 5Y | +87.0% | +98.6% | -11.6% | +27.1% |
| All | +514.9% | +340.2% | +174.7% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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