+191.2%
MKSI vs M
+97.0%
+94.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -0.5% |
| 7D | +4.9% | -8.8% | +13.7% | +8.5% |
| 30D | -11.0% | -16.4% | +5.4% | -5.0% |
| 3M | -17.1% | -10.8% | -6.3% | -14.2% |
| 6M | +16.4% | +16.1% | +0.3% | +8.3% |
| YTD | +64.3% | -5.3% | +69.6% | +64.0% |
| 1Y | +137.7% | +24.9% | +112.9% | +110.8% |
| All | +191.2% | +97.0% | +94.2% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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