+42.7%
MKSI vs HIG
+12.7%
+29.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -2.7% |
| 7D | -10.7% | +6.2% | -16.9% | -5.1% |
| 30D | -30.5% | +9.4% | -39.9% | -24.0% |
| 3M | -39.2% | -2.3% | -36.8% | -39.4% |
| 6M | -33.0% | +4.2% | -37.2% | -28.6% |
| YTD | +22.3% | +1.6% | +20.7% | +32.0% |
| 1Y | +42.7% | +9.9% | +32.8% | +63.5% |
| All | +42.7% | +12.7% | +29.9% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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