+514.9%
MKSI vs INDA
+84.7%
+430.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.2% |
| 7D | +2.7% | -2.7% | +5.4% | +5.4% |
| 30D | -12.8% | -2.8% | -10.0% | -10.4% |
| 3M | -22.5% | +1.6% | -24.2% | -23.6% |
| 6M | +19.4% | -1.4% | +20.8% | +21.6% |
| YTD | +67.7% | -10.1% | +77.9% | +86.4% |
| 1Y | +131.4% | -8.8% | +140.2% | +152.5% |
| 3Y | +197.3% | +7.6% | +189.7% | +180.4% |
| 5Y | +87.0% | +5.8% | +81.2% | +81.6% |
| All | +514.9% | +84.7% | +430.2% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling