+197.3%
MKSI vs HDB
-26.2%
+223.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | +0.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -12.8% | +1.0% | -13.8% | -13.1% |
| 3M | -22.5% | -2.0% | -20.5% | -22.7% |
| 6M | +19.4% | -18.1% | +37.5% | +23.6% |
| YTD | +67.7% | -36.1% | +103.8% | +81.9% |
| 1Y | +131.4% | -34.0% | +165.5% | +148.2% |
| 3Y | +197.3% | -26.7% | +224.0% | +193.4% |
| All | +197.3% | -26.2% | +223.6% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling