+2,175.0%
MKSI vs LEN
+969.8%
+1,205.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.1% |
| 7D | +4.9% | -7.8% | +12.6% | +7.8% |
| 30D | -11.0% | -11.0% | +0.1% | -7.5% |
| 3M | -17.1% | -12.8% | -4.3% | -13.6% |
| 6M | +16.4% | -20.2% | +36.6% | +25.1% |
| YTD | +64.3% | -23.0% | +87.3% | +78.0% |
| 1Y | +137.7% | -41.8% | +179.6% | +182.1% |
| 3Y | +189.1% | -28.8% | +217.9% | +219.2% |
| 5Y | +83.1% | -12.6% | +95.7% | +89.2% |
| 10Y | +509.4% | +101.7% | +407.6% | +356.8% |
| All | +2,175.0% | +969.8% | +1,205.2% | +674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling