+1,253.3%
MKSI vs HDB
+3,626.5%
-2,373.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.6% |
| 7D | +6.6% | -4.9% | +11.5% | +8.6% |
| 30D | -8.2% | -5.8% | -2.4% | -6.3% |
| 3M | -16.4% | -5.2% | -11.2% | -15.4% |
| 6M | +23.0% | -25.7% | +48.7% | +36.4% |
| YTD | +68.2% | -39.6% | +107.8% | +101.4% |
| 1Y | +148.6% | -36.9% | +185.5% | +191.8% |
| 3Y | +196.0% | -29.7% | +225.7% | +225.5% |
| 5Y | +87.4% | -37.8% | +125.1% | +114.7% |
| 10Y | +523.8% | +33.7% | +490.1% | +420.6% |
| All | +1,253.3% | +3,626.5% | -2,373.1% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling