+84.3%
MKSI vs MSI
+102.7%
-18.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -12.8% | -0.8% | -12.0% | -12.8% |
| 3M | -22.5% | +13.9% | -36.5% | -29.5% |
| 6M | +19.4% | +1.3% | +18.0% | +16.1% |
| YTD | +67.7% | +22.3% | +45.4% | +42.3% |
| 1Y | +131.4% | -3.9% | +135.3% | +132.7% |
| 3Y | +197.3% | +69.9% | +127.4% | +86.0% |
| All | +84.3% | +102.7% | -18.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling