+42.7%
MKSI vs NVD
-27.4%
+70.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.5% | -11.5% | -2.3% |
| 7D | -10.7% | +15.0% | -25.6% | -4.9% |
| 30D | -30.5% | +39.3% | -69.8% | -19.3% |
| 3M | -39.2% | +3.1% | -42.3% | -35.3% |
| 6M | -33.0% | -19.0% | -14.0% | -31.5% |
| YTD | +22.3% | -35.5% | +57.8% | +17.5% |
| 1Y | +42.7% | -30.2% | +72.9% | +39.1% |
| All | +42.7% | -27.4% | +70.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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