+2,206.8%
MKSI vs M
+125.2%
+2,081.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.8% |
| 7D | +7.7% | +2.4% | +5.4% | +6.9% |
| 30D | -12.9% | -11.6% | -1.3% | -9.4% |
| 3M | -14.8% | +1.6% | -16.5% | -15.8% |
| 6M | +26.6% | +25.2% | +1.4% | +16.6% |
| YTD | +66.6% | +3.8% | +62.8% | +62.2% |
| 1Y | +144.6% | +36.3% | +108.2% | +116.9% |
| 3Y | +193.1% | +116.3% | +76.8% | +113.7% |
| 5Y | +88.6% | +28.2% | +60.4% | +51.8% |
| 10Y | +490.9% | -3.4% | +494.3% | +305.0% |
| All | +2,206.8% | +125.2% | +2,081.6% | +734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling