+42.7%
MKSI vs MSI
+28.6%
+14.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -4.6% |
| 7D | -10.7% | +2.8% | -13.5% | -9.8% |
| 30D | -30.5% | +9.1% | -39.6% | -28.3% |
| 3M | -39.2% | +12.5% | -51.7% | -36.6% |
| 6M | -33.0% | +14.2% | -47.2% | -29.0% |
| YTD | +22.3% | +30.7% | -8.4% | +31.7% |
| 1Y | +42.7% | +27.5% | +15.2% | +66.5% |
| All | +42.7% | +28.6% | +14.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling