+2,222.5%
MKSI vs HRB
+821.1%
+1,401.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +2.7% | -8.0% | +10.7% | +5.3% |
| 30D | -12.8% | -16.0% | +3.2% | -8.3% |
| 3M | -22.5% | +26.9% | -49.4% | -30.3% |
| 6M | +19.4% | +51.1% | -31.7% | -1.0% |
| YTD | +67.7% | +7.1% | +60.7% | +55.1% |
| 1Y | +131.4% | -9.6% | +141.0% | +125.8% |
| 3Y | +197.3% | +25.4% | +171.9% | +150.9% |
| 5Y | +87.0% | +114.9% | -28.0% | +26.1% |
| 10Y | +522.1% | +206.4% | +315.6% | +232.6% |
| All | +2,222.5% | +821.1% | +1,401.5% | +597.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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