+204.1%
MKSI vs ROKU
+880.6%
-676.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -12.8% | +2.1% | -14.9% | -13.2% |
| 3M | -22.5% | +29.5% | -52.0% | -27.5% |
| 6M | +19.4% | +53.8% | -34.4% | +7.4% |
| YTD | +67.7% | +42.8% | +24.9% | +52.8% |
| 1Y | +131.4% | +60.7% | +70.7% | +105.3% |
| 3Y | +197.3% | +83.9% | +113.4% | +144.9% |
| 5Y | +87.0% | -52.8% | +139.8% | +76.7% |
| All | +204.1% | +880.6% | -676.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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