+42.7%
MKSI vs HDB
-32.8%
+75.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.6% | -10.5% | -5.7% |
| 7D | -10.7% | +12.9% | -23.6% | -12.3% |
| 30D | -30.5% | +10.0% | -40.5% | -31.6% |
| 3M | -39.2% | +1.8% | -41.0% | -39.1% |
| 6M | -33.0% | -2.1% | -30.9% | -33.0% |
| YTD | +22.3% | -33.4% | +55.7% | +13.8% |
| 1Y | +42.7% | -32.9% | +75.6% | +32.2% |
| All | +42.7% | -32.8% | +75.5% | +32.2% |
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