+197.3%
MKSI vs LEN
-27.3%
+224.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.0% |
| 7D | +2.7% | -4.8% | +7.5% | +5.2% |
| 30D | -12.8% | -6.6% | -6.2% | -10.1% |
| 3M | -22.5% | -15.7% | -6.9% | -16.2% |
| 6M | +19.4% | -16.6% | +36.0% | +29.6% |
| YTD | +67.7% | -21.3% | +89.1% | +85.7% |
| 1Y | +131.4% | -42.0% | +173.4% | +203.2% |
| 3Y | +197.3% | -27.9% | +225.2% | +207.8% |
| All | +197.3% | -27.3% | +224.6% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling