+131.4%
MKSI vs MSI
-2.0%
+133.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.2% |
| 7D | +2.7% | -0.4% | +3.1% | +2.6% |
| 30D | -12.8% | -0.8% | -12.0% | -12.8% |
| 3M | -22.5% | +13.9% | -36.5% | -20.4% |
| 6M | +19.4% | +1.3% | +18.0% | +22.7% |
| YTD | +67.7% | +22.3% | +45.4% | +77.4% |
| 1Y | +131.4% | -3.9% | +135.3% | +141.7% |
| All | +131.4% | -2.0% | +133.4% | +141.7% |
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