+157.0%
MKSI vs HDB
-34.6%
+191.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | -16.8% | -2.8% | -14.0% | -16.3% |
| 3M | -21.1% | -3.5% | -17.6% | -21.2% |
| 6M | +10.8% | -24.7% | +35.6% | +9.7% |
| YTD | +63.3% | -36.6% | +99.9% | +53.2% |
| 1Y | +157.0% | -34.4% | +191.4% | +139.9% |
| All | +157.0% | -34.6% | +191.6% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling