+84.3%
MKSI vs MDY
+46.3%
+38.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.6% |
| 7D | +2.7% | -1.9% | +4.5% | +6.3% |
| 30D | -12.8% | -4.6% | -8.2% | -4.5% |
| 3M | -22.5% | -1.2% | -21.3% | -19.3% |
| 6M | +19.4% | +9.2% | +10.2% | +5.2% |
| YTD | +67.7% | +13.1% | +54.7% | +39.9% |
| 1Y | +131.4% | +13.0% | +118.4% | +95.1% |
| 3Y | +197.3% | +49.2% | +148.1% | +72.2% |
| All | +84.3% | +46.3% | +38.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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