+197.3%
MKSI vs NI
+68.9%
+128.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | -12.8% | -1.4% | -11.4% | -12.4% |
| 3M | -22.5% | -10.6% | -11.9% | -19.8% |
| 6M | +19.4% | -9.3% | +28.7% | +22.7% |
| YTD | +67.7% | +1.1% | +66.6% | +66.5% |
| 1Y | +131.4% | +3.4% | +128.0% | +128.0% |
| 3Y | +197.3% | +67.9% | +129.5% | +161.9% |
| All | +197.3% | +68.9% | +128.4% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling