+157.0%
MKSI vs NI
+1.4%
+155.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | +1.8% | +2.0% | -0.2% | +0.8% |
| 30D | -16.8% | -3.5% | -13.2% | -15.6% |
| 3M | -21.1% | -9.1% | -12.0% | -18.9% |
| 6M | +10.8% | -11.8% | +22.7% | +15.9% |
| YTD | +63.3% | +1.1% | +62.2% | +59.7% |
| 1Y | +157.0% | +6.7% | +150.3% | +161.5% |
| All | +157.0% | +1.4% | +155.6% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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