+891.6%
MKSI vs INDA
+109.4%
+782.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | +2.7% | -2.7% | +5.4% | +4.8% |
| 30D | -12.8% | -2.8% | -10.0% | -10.9% |
| 3M | -22.5% | +1.6% | -24.2% | -23.4% |
| 6M | +19.4% | -1.4% | +20.8% | +21.2% |
| YTD | +67.7% | -10.1% | +77.9% | +82.4% |
| 1Y | +131.4% | -8.8% | +140.2% | +148.2% |
| 3Y | +197.3% | +7.6% | +189.7% | +186.1% |
| 5Y | +87.0% | +5.8% | +81.2% | +84.7% |
| 10Y | +522.1% | +84.0% | +438.1% | +339.8% |
| All | +891.6% | +109.4% | +782.3% | +546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling