+84.3%
MKSI vs M
+28.6%
+55.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | -0.7% |
| 7D | +2.7% | -4.2% | +6.9% | +4.1% |
| 30D | -12.8% | -7.2% | -5.6% | -10.6% |
| 3M | -22.5% | -11.1% | -11.4% | -19.8% |
| 6M | +19.4% | +28.8% | -9.4% | +7.5% |
| YTD | +67.7% | +2.0% | +65.7% | +63.2% |
| 1Y | +131.4% | +31.3% | +100.2% | +103.9% |
| 3Y | +197.3% | +119.1% | +78.2% | +103.5% |
| All | +84.3% | +28.6% | +55.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling