+131.4%
MKSI vs LEN
-41.0%
+172.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.4% |
| 7D | +2.7% | -4.8% | +7.5% | +4.1% |
| 30D | -12.8% | -6.6% | -6.2% | -11.2% |
| 3M | -22.5% | -15.7% | -6.9% | -18.4% |
| 6M | +19.4% | -16.6% | +36.0% | +24.7% |
| YTD | +67.7% | -21.3% | +89.1% | +78.1% |
| 1Y | +131.4% | -42.0% | +173.4% | +171.5% |
| All | +131.4% | -41.0% | +172.4% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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