+42.7%
MKSI vs ITOT
+14.7%
+28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -9.2% |
| 7D | -10.7% | -0.7% | -10.0% | -9.0% |
| 30D | -30.5% | -1.1% | -29.4% | -27.9% |
| 3M | -39.2% | -0.8% | -38.3% | -37.3% |
| 6M | -33.0% | +7.0% | -40.0% | -41.7% |
| YTD | +22.3% | +13.3% | +9.0% | -6.8% |
| 1Y | +42.7% | +14.8% | +27.9% | +7.2% |
| All | +42.7% | +14.7% | +28.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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