+2,229.0%
MKSI vs MSI
+631.2%
+1,597.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.3% |
| 7D | +6.6% | -4.0% | +10.6% | +8.8% |
| 30D | -8.2% | -0.5% | -7.8% | -8.4% |
| 3M | -16.4% | +11.4% | -27.8% | -22.3% |
| 6M | +23.0% | +1.0% | +22.0% | +19.3% |
| YTD | +68.2% | +20.7% | +47.5% | +48.2% |
| 1Y | +148.6% | -2.7% | +151.3% | +143.3% |
| 3Y | +196.0% | +68.2% | +127.8% | +117.2% |
| 5Y | +87.4% | +100.0% | -12.6% | +26.1% |
| 10Y | +523.8% | +596.9% | -73.1% | +121.5% |
| All | +2,229.0% | +631.2% | +1,597.7% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling