+2,206.8%
MKSI vs HST
+422.8%
+1,784.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.7% | +2.0% | +5.7% | +6.8% |
| 30D | -12.9% | -5.2% | -7.6% | -10.8% |
| 3M | -14.8% | -6.2% | -8.6% | -12.5% |
| 6M | +26.6% | +20.4% | +6.2% | +16.6% |
| YTD | +66.6% | +30.6% | +36.0% | +48.0% |
| 1Y | +144.6% | +37.4% | +107.2% | +112.8% |
| 3Y | +193.1% | +66.1% | +127.0% | +140.7% |
| 5Y | +88.6% | +73.7% | +14.9% | +52.6% |
| 10Y | +490.9% | +99.8% | +391.1% | +328.1% |
| All | +2,206.8% | +422.8% | +1,784.0% | +747.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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