+84.3%
MKSI vs HDB
-34.5%
+118.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | -0.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | -12.8% | +1.0% | -13.8% | -13.4% |
| 3M | -22.5% | -2.0% | -20.5% | -22.8% |
| 6M | +19.4% | -18.1% | +37.5% | +28.0% |
| YTD | +67.7% | -36.1% | +103.8% | +99.1% |
| 1Y | +131.4% | -34.0% | +165.5% | +169.3% |
| 3Y | +197.3% | -26.7% | +224.0% | +218.8% |
| All | +84.3% | -34.5% | +118.9% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling