+84.3%
MKSI vs LEN
-11.2%
+95.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.8% |
| 7D | +2.7% | -4.8% | +7.5% | +5.7% |
| 30D | -12.8% | -6.6% | -6.2% | -9.6% |
| 3M | -22.5% | -15.7% | -6.9% | -15.2% |
| 6M | +19.4% | -16.6% | +36.0% | +31.3% |
| YTD | +67.7% | -21.3% | +89.1% | +89.0% |
| 1Y | +131.4% | -42.0% | +173.4% | +214.7% |
| 3Y | +197.3% | -27.9% | +225.2% | +227.9% |
| All | +84.3% | -11.2% | +95.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling